+379.6%
CVX vs GM
+223.0%
+156.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.3% |
| 30D | +10.7% | -4.6% | +15.2% | +12.3% |
| 3M | +15.5% | +0.2% | +15.3% | +14.5% |
| 6M | +14.9% | +12.6% | +2.3% | +8.2% |
| YTD | +44.2% | +3.7% | +40.5% | +39.1% |
| 1Y | +43.5% | +45.6% | -2.1% | +21.1% |
| 3Y | +45.0% | +162.0% | -117.0% | -6.7% |
| 5Y | +172.2% | +80.5% | +91.7% | +91.7% |
| 10Y | +221.9% | +231.3% | -9.4% | +59.2% |
| All | +379.6% | +223.0% | +156.5% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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