+46.9%
CVX vs IR
+10.2%
+36.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +3.4% | +2.5% | +0.9% | +3.8% |
| 30D | -1.0% | +9.2% | -10.1% | +0.3% |
| 3M | +12.2% | +0.9% | +11.2% | +12.4% |
| 6M | +20.3% | +19.2% | +1.1% | +23.4% |
| YTD | +48.3% | +7.5% | +40.8% | +48.9% |
| 1Y | +46.9% | +11.7% | +35.2% | +47.0% |
| All | +46.9% | +10.2% | +36.7% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling