+122.0%
CVX vs IP
-9.5%
+131.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | -7.5% | -3.0% | -4.4% | -7.1% |
| 30D | -0.6% | +10.6% | -11.2% | -2.0% |
| 3M | +14.0% | -13.6% | +27.5% | +16.1% |
| 6M | +18.1% | +10.4% | +7.7% | +14.8% |
| YTD | +42.2% | -6.5% | +48.6% | +41.4% |
| 1Y | +41.3% | -2.1% | +43.5% | +38.9% |
| 3Y | +68.3% | +22.0% | +46.4% | +51.1% |
| 5Y | +122.0% | -9.7% | +131.8% | +114.9% |
| All | +122.0% | -9.5% | +131.6% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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