+14.1%
CVX vs IT
+13.8%
+0.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.0% |
| 7D | +3.3% | -6.0% | +9.4% | +3.7% |
| 30D | +12.9% | 0.0% | +12.9% | +12.8% |
| 3M | +11.7% | +13.1% | -1.4% | +10.7% |
| 6M | +14.1% | +11.7% | +2.5% | +13.0% |
| All | +14.1% | +13.8% | +0.4% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling