+167.0%
CVX vs CTVA
+102.9%
+64.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +2.6% | -4.5% | +7.1% | +4.2% |
| 30D | +9.8% | +11.3% | -1.5% | +5.7% |
| 3M | +16.2% | +12.3% | +3.9% | +10.4% |
| 6M | +13.6% | +7.2% | +6.4% | +9.6% |
| YTD | +44.4% | +26.0% | +18.4% | +30.8% |
| 1Y | +40.6% | +16.0% | +24.6% | +30.9% |
| 3Y | +48.2% | +73.9% | -25.7% | +15.4% |
| All | +167.0% | +102.9% | +64.0% | +94.0% |
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