+64.0%
CVX vs IR
+27.4%
+36.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -9.7% | +3.7% | -13.4% | -10.1% |
| 30D | +3.6% | +7.4% | -3.8% | +2.8% |
| 3M | +13.3% | -5.9% | +19.3% | +14.1% |
| 6M | +16.9% | +5.6% | +11.3% | +15.8% |
| YTD | +43.4% | +4.8% | +38.6% | +40.5% |
| 1Y | +44.5% | +6.9% | +37.6% | +40.7% |
| 3Y | +64.0% | +27.6% | +36.4% | +55.3% |
| All | +64.0% | +27.4% | +36.6% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling