+194.4%
CVX vs IR
+288.5%
-94.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | +3.3% | -2.8% | +6.2% | +4.4% |
| 30D | +12.9% | -15.1% | +28.0% | +20.0% |
| 3M | +11.7% | +6.1% | +5.7% | +7.8% |
| 6M | +14.1% | -16.8% | +31.0% | +20.1% |
| YTD | +40.7% | -3.5% | +44.2% | +38.1% |
| 1Y | +37.5% | -3.5% | +41.0% | +34.1% |
| 3Y | +43.9% | +9.5% | +34.5% | +27.3% |
| 5Y | +161.5% | +45.1% | +116.4% | +95.1% |
| All | +194.4% | +288.5% | -94.2% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling