+4,808.8%
CVX vs CRH
+6,046.1%
-1,237.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +2.6% | -6.1% | +8.7% | +4.1% |
| 30D | +9.8% | -9.3% | +19.1% | +12.2% |
| 3M | +16.2% | -15.2% | +31.4% | +20.1% |
| 6M | +13.6% | -14.2% | +27.8% | +16.1% |
| YTD | +44.4% | -28.3% | +72.6% | +53.5% |
| 1Y | +40.6% | -21.8% | +62.4% | +45.9% |
| 3Y | +48.2% | +71.6% | -23.4% | +24.5% |
| 5Y | +172.3% | +96.6% | +75.7% | +117.0% |
| 10Y | +222.3% | +253.8% | -31.6% | +123.3% |
| All | +4,808.8% | +6,046.1% | -1,237.2% | +2,800.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 all: compounded portfolio wealth divided by compounded CRH 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…
all analysis · Full analysis span regression · 6 months rolling