+48.6%
CVX vs IRE
-98.1%
+146.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.4% | +16.0% | +1.4% |
| 7D | +3.4% | -31.8% | +35.3% | +2.9% |
| 30D | -1.0% | -71.8% | +70.8% | -2.4% |
| 3M | +12.2% | -88.9% | +101.1% | +9.3% |
| 6M | +20.3% | -95.4% | +115.7% | +17.3% |
| YTD | +48.3% | -94.2% | +142.5% | +43.8% |
| 1Y | +46.9% | -97.1% | +144.0% | +41.9% |
| All | +48.6% | -98.1% | +146.7% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 5y: compounded portfolio wealth divided by compounded IRE 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…
5y analysis · Full analysis span regression · 6 months rolling