+64.0%
CVX vs CPB
-35.2%
+99.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -9.7% | +8.0% | -17.7% | -10.1% |
| 30D | +3.6% | +22.4% | -18.7% | +2.3% |
| 3M | +13.3% | +3.8% | +9.5% | +13.0% |
| 6M | +16.9% | +13.7% | +3.2% | +15.6% |
| YTD | +43.4% | -11.7% | +55.1% | +45.0% |
| 1Y | +44.5% | -18.1% | +62.6% | +47.3% |
| 3Y | +64.0% | -34.7% | +98.7% | +72.0% |
| All | +64.0% | -35.2% | +99.1% | +72.0% |
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