+1,039.7%
CVX vs ITOT
+891.2%
+148.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.1% |
| 7D | -0.6% | +0.7% | -1.2% | -1.2% |
| 30D | +13.4% | -1.1% | +14.5% | +14.6% |
| 3M | +11.8% | +3.9% | +8.0% | +6.9% |
| 6M | +12.4% | +14.7% | -2.3% | -3.5% |
| YTD | +41.5% | +13.3% | +28.2% | +22.6% |
| 1Y | +41.6% | +19.1% | +22.5% | +16.3% |
| 3Y | +42.2% | +77.3% | -35.1% | -23.8% |
| 5Y | +166.0% | +74.1% | +91.9% | +40.4% |
| 10Y | +207.2% | +293.1% | -85.9% | -30.3% |
| All | +1,039.7% | +891.2% | +148.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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