+140.1%
CVX vs GTLB
-50.8%
+191.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.0% |
| 7D | +1.0% | -6.6% | +7.5% | +1.2% |
| 30D | +10.7% | +13.7% | -3.1% | +10.1% |
| 3M | +15.5% | +52.9% | -37.4% | +13.7% |
| 6M | +14.9% | +88.5% | -73.6% | +12.0% |
| YTD | +44.2% | +23.4% | +20.8% | +42.6% |
| 1Y | +43.5% | -3.8% | +47.3% | +43.0% |
| 3Y | +45.0% | -11.5% | +56.5% | +43.2% |
| All | +140.1% | -50.8% | +191.0% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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