+41.0%
CVX vs IRE
-84.4%
+125.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.0% | -15.3% | -1.1% |
| 7D | +3.3% | +54.8% | -51.4% | +4.0% |
| 30D | +12.9% | +18.4% | -5.5% | +13.3% |
| 3M | +11.7% | -66.7% | +78.5% | +11.3% |
| 6M | +14.1% | -52.3% | +66.5% | +14.2% |
| YTD | +40.7% | -52.3% | +93.0% | +40.0% |
| All | +41.0% | -84.4% | +125.4% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling