+166.0%
CVX vs HWM
+655.8%
-489.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.7% | +11.3% | +2.6% |
| 7D | -0.6% | -9.2% | +8.6% | +1.0% |
| 30D | +13.4% | -17.9% | +31.3% | +17.4% |
| 3M | +11.8% | -6.0% | +17.9% | +12.3% |
| 6M | +12.4% | -7.4% | +19.8% | +12.3% |
| YTD | +41.5% | +13.1% | +28.4% | +33.6% |
| 1Y | +41.6% | +29.3% | +12.3% | +28.5% |
| 3Y | +42.2% | +389.9% | -347.7% | -18.1% |
| 5Y | +166.0% | +655.5% | -489.6% | +27.3% |
| All | +166.0% | +655.8% | -489.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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