+172.2%
CVX vs ICE
+39.3%
+132.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +1.0% | -0.9% | +1.8% | +1.1% |
| 30D | +10.7% | +4.0% | +6.7% | +9.6% |
| 3M | +15.5% | +11.0% | +4.5% | +12.4% |
| 6M | +14.9% | -5.0% | +19.8% | +15.9% |
| YTD | +44.2% | -2.7% | +46.9% | +44.0% |
| 1Y | +43.5% | -8.6% | +52.1% | +45.7% |
| 3Y | +45.0% | +41.4% | +3.6% | +29.6% |
| 5Y | +172.2% | +39.9% | +132.3% | +132.0% |
| All | +172.2% | +39.3% | +132.8% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling