+4,775.6%
CVX vs KEY
+981.5%
+3,794.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -9.7% | -1.3% | -8.4% | -9.5% |
| 30D | +3.6% | +5.1% | -1.5% | +2.3% |
| 3M | +13.3% | -7.1% | +20.4% | +15.2% |
| 6M | +16.9% | -4.4% | +21.3% | +17.7% |
| YTD | +43.4% | +4.0% | +39.4% | +40.7% |
| 1Y | +44.5% | +23.4% | +21.1% | +35.6% |
| 3Y | +64.0% | +113.9% | -49.9% | +31.0% |
| 5Y | +126.4% | +12.3% | +114.1% | +103.5% |
| 10Y | +209.4% | +125.5% | +83.9% | +129.8% |
| All | +4,775.6% | +981.5% | +3,794.0% | +2,462.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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