+217.2%
CVX vs ICE
+217.4%
-0.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.7% | -5.3% | +6.0% | +3.3% |
| 30D | +9.1% | +3.0% | +6.1% | +7.4% |
| 3M | +13.1% | +11.4% | +1.6% | +6.8% |
| 6M | +16.3% | -2.0% | +18.3% | +16.4% |
| YTD | +43.5% | -3.1% | +46.6% | +43.3% |
| 1Y | +40.2% | -8.4% | +48.5% | +43.7% |
| 3Y | +44.2% | +40.7% | +3.5% | +14.8% |
| 5Y | +170.6% | +40.0% | +130.7% | +108.3% |
| All | +217.2% | +217.4% | -0.1% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling