+214.5%
CVX vs IT
+90.0%
+124.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | -1.0% | -1.8% | +0.9% | -1.2% |
| 3M | +12.2% | +4.8% | +7.4% | +9.4% |
| 6M | +20.3% | +33.0% | -12.7% | +7.8% |
| YTD | +48.3% | -23.8% | +72.1% | +54.0% |
| 1Y | +46.9% | -16.5% | +63.4% | +47.9% |
| 3Y | +73.1% | -53.6% | +126.8% | +104.3% |
| 5Y | +135.2% | -42.1% | +177.4% | +143.9% |
| All | +214.5% | +90.0% | +124.6% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling