+166.0%
CVX vs CPB
-38.5%
+204.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | -0.6% | -8.2% | +7.6% | +0.1% |
| 30D | +13.4% | -5.6% | +19.0% | +13.9% |
| 3M | +11.8% | +3.0% | +8.9% | +11.3% |
| 6M | +12.4% | -12.7% | +25.2% | +13.7% |
| YTD | +41.5% | -18.0% | +59.5% | +44.0% |
| 1Y | +41.6% | -31.7% | +73.3% | +47.2% |
| 3Y | +42.2% | -41.0% | +83.2% | +49.5% |
| 5Y | +166.0% | -38.4% | +204.4% | +178.1% |
| All | +166.0% | -38.5% | +204.5% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling