+219.2%
CVX vs INDA
+84.7%
+134.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.1% |
| 7D | +2.6% | -2.7% | +5.3% | +4.2% |
| 30D | +9.8% | -2.8% | +12.6% | +11.5% |
| 3M | +16.2% | +1.6% | +14.6% | +14.6% |
| 6M | +13.6% | -1.4% | +15.0% | +13.1% |
| YTD | +44.4% | -10.1% | +54.5% | +51.8% |
| 1Y | +40.6% | -8.8% | +49.4% | +46.2% |
| 3Y | +48.2% | +7.6% | +40.6% | +36.2% |
| 5Y | +172.3% | +5.8% | +166.5% | +150.2% |
| All | +219.2% | +84.7% | +134.5% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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