+167.0%
CVX vs KWEB
-42.7%
+209.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | +2.6% | -5.6% | +8.2% | +3.0% |
| 30D | +9.8% | -10.7% | +20.5% | +10.6% |
| 3M | +16.2% | -7.4% | +23.6% | +16.7% |
| 6M | +13.6% | -19.3% | +32.9% | +15.0% |
| YTD | +44.4% | -27.8% | +72.1% | +47.3% |
| 1Y | +40.6% | -35.9% | +76.5% | +44.7% |
| 3Y | +48.2% | -1.9% | +50.1% | +47.4% |
| All | +167.0% | -42.7% | +209.7% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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