+198.7%
CVX vs HWM
+1,494.1%
-1,295.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +3.3% | -2.1% | +5.4% | +3.9% |
| 30D | +12.9% | -11.0% | +23.9% | +17.0% |
| 3M | +11.7% | +4.0% | +7.7% | +9.2% |
| 6M | +14.1% | -0.2% | +14.4% | +11.8% |
| YTD | +40.7% | +26.7% | +14.0% | +25.8% |
| 1Y | +37.5% | +44.7% | -7.2% | +16.6% |
| 3Y | +43.9% | +426.1% | -382.2% | -29.1% |
| 5Y | +161.5% | +738.5% | -577.0% | +4.2% |
| All | +198.7% | +1,494.1% | -1,295.4% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling