+4,683.6%
CVX vs GAP
+2,258.2%
+2,425.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +3.3% | -4.5% | +7.8% | +4.0% |
| 30D | +12.9% | +9.0% | +3.8% | +11.1% |
| 3M | +11.7% | +5.0% | +6.7% | +10.3% |
| 6M | +14.1% | -17.8% | +32.0% | +16.1% |
| YTD | +40.7% | -10.4% | +51.1% | +40.7% |
| 1Y | +37.5% | -3.4% | +40.9% | +35.1% |
| 3Y | +43.9% | +111.5% | -67.5% | +17.1% |
| 5Y | +161.5% | +8.8% | +152.6% | +127.0% |
| 10Y | +215.1% | +32.9% | +182.2% | +139.8% |
| All | +4,683.6% | +2,258.2% | +2,425.4% | +2,230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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