+262.5%
CVX vs INDA
+111.6%
+150.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | -0.6% | -1.0% | +0.4% | -0.1% |
| 30D | +13.4% | -2.5% | +16.0% | +14.8% |
| 3M | +11.8% | +4.0% | +7.8% | +9.3% |
| 6M | +12.4% | -1.8% | +14.2% | +12.2% |
| YTD | +41.5% | -9.2% | +50.7% | +46.9% |
| 1Y | +41.6% | -7.2% | +48.8% | +45.1% |
| 3Y | +42.2% | +9.8% | +32.4% | +31.7% |
| 5Y | +166.0% | +7.5% | +158.5% | +146.9% |
| 10Y | +207.2% | +80.8% | +126.4% | +110.0% |
| All | +262.5% | +111.6% | +150.8% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling