+4,782.9%
CVX vs IP
+327.4%
+4,455.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.7% |
| 7D | -8.0% | -5.0% | -3.0% | -6.7% |
| 30D | +2.6% | +6.5% | -4.0% | +0.4% |
| 3M | +15.2% | -18.0% | +33.3% | +21.4% |
| 6M | +12.5% | +10.3% | +2.2% | +6.6% |
| YTD | +43.6% | -9.9% | +53.5% | +42.4% |
| 1Y | +45.0% | -1.1% | +46.0% | +39.3% |
| 3Y | +63.5% | +13.0% | +50.5% | +45.2% |
| 5Y | +126.8% | -12.3% | +139.0% | +114.6% |
| 10Y | +209.8% | +26.8% | +183.0% | +156.9% |
| All | +4,782.9% | +327.4% | +4,455.5% | +2,524.7% |
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 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