+14.1%
CVX vs IP
-8.6%
+22.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -0.8% |
| 7D | +3.3% | -5.3% | +8.6% | +2.2% |
| 30D | +12.9% | -10.9% | +23.7% | +10.2% |
| 3M | +11.7% | +11.2% | +0.5% | +15.3% |
| 6M | +14.1% | -10.2% | +24.4% | +14.7% |
| All | +14.1% | -8.6% | +22.7% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling