+130.0%
CVX vs CTVA
+34.7%
+95.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | +3.4% | -20.8% | +24.2% | +8.5% |
| 30D | -1.0% | -29.6% | +28.7% | +7.6% |
| 3M | +12.2% | -16.9% | +29.1% | +14.4% |
| 6M | +20.3% | -24.3% | +44.6% | +25.7% |
| YTD | +48.3% | -5.6% | +53.9% | +42.0% |
| 1Y | +46.9% | -4.2% | +51.1% | +39.8% |
| 3Y | +73.1% | +43.3% | +29.8% | +36.2% |
| All | +130.0% | +34.7% | +95.3% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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