+495.8%
CVX vs HYG
+151.7%
+344.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -0.7% | +3.3% | +3.6% |
| 30D | +9.8% | -0.7% | +10.6% | +10.9% |
| 3M | +16.2% | -0.2% | +16.4% | +16.4% |
| 6M | +13.6% | +1.4% | +12.2% | +11.0% |
| YTD | +44.4% | +1.5% | +42.9% | +40.9% |
| 1Y | +40.6% | +2.9% | +37.7% | +34.7% |
| 3Y | +48.2% | +25.6% | +22.5% | +9.1% |
| 5Y | +172.3% | +18.6% | +153.7% | +115.4% |
| 10Y | +222.3% | +55.7% | +166.5% | +89.3% |
| All | +495.8% | +151.7% | +344.0% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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