+4,875.3%
CVX vs IP
+345.0%
+4,530.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.1% |
| 7D | -5.3% | +3.4% | -8.7% | -6.3% |
| 30D | +5.1% | +11.2% | -6.2% | +1.6% |
| 3M | +14.9% | -14.8% | +29.7% | +19.7% |
| 6M | +14.9% | +17.3% | -2.4% | +6.8% |
| YTD | +46.3% | -6.2% | +52.5% | +43.4% |
| 1Y | +47.0% | +2.3% | +44.7% | +39.9% |
| 3Y | +66.6% | +17.7% | +49.0% | +46.2% |
| 5Y | +133.6% | -8.4% | +142.0% | +118.3% |
| 10Y | +215.7% | +32.1% | +183.6% | +158.7% |
| All | +4,875.3% | +345.0% | +4,530.4% | +2,542.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling