+43.7%
CVX vs IRE
-97.2%
+140.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.7% | +0.4% |
| 7D | -9.7% | -27.2% | +17.4% | -9.9% |
| 30D | +3.6% | -75.1% | +78.8% | +1.9% |
| 3M | +13.3% | -77.9% | +91.2% | +11.5% |
| 6M | +16.9% | -94.6% | +111.5% | +14.4% |
| YTD | +43.4% | -91.5% | +134.9% | +39.7% |
| 1Y | +44.5% | -97.8% | +142.3% | +37.8% |
| All | +43.7% | -97.2% | +140.9% | +38.8% |
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