+172.2%
CVX vs IT
-45.7%
+217.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +1.0% | -9.1% | +10.1% | +1.9% |
| 30D | +10.7% | -12.2% | +22.8% | +11.9% |
| 3M | +15.5% | +7.8% | +7.7% | +13.8% |
| 6M | +14.9% | +2.0% | +12.9% | +13.6% |
| YTD | +44.2% | -32.7% | +76.9% | +49.2% |
| 1Y | +43.5% | -31.1% | +74.6% | +47.5% |
| 3Y | +45.0% | -52.1% | +97.0% | +55.8% |
| 5Y | +172.2% | -46.3% | +218.4% | +180.0% |
| All | +172.2% | -45.7% | +217.8% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling