+42.2%
CVX vs CPB
-40.5%
+82.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | -0.6% | -8.2% | +7.6% | 0.0% |
| 30D | +13.4% | -5.6% | +19.0% | +13.8% |
| 3M | +11.8% | +3.0% | +8.9% | +11.4% |
| 6M | +12.4% | -12.7% | +25.2% | +13.7% |
| YTD | +41.5% | -18.0% | +59.5% | +43.9% |
| 1Y | +41.6% | -31.7% | +73.3% | +47.3% |
| 3Y | +42.2% | -41.0% | +83.2% | +46.1% |
| All | +42.2% | -40.5% | +82.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling