+203.4%
CVX vs LIN
+424.3%
-220.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.5% |
| 7D | -9.7% | +0.2% | -9.9% | -9.9% |
| 30D | +3.6% | +6.5% | -2.8% | -0.1% |
| 3M | +13.3% | +5.5% | +7.9% | +9.7% |
| 6M | +16.9% | +3.3% | +13.6% | +13.7% |
| YTD | +43.4% | +22.0% | +21.4% | +25.9% |
| 1Y | +44.5% | +25.7% | +18.7% | +24.5% |
| 3Y | +64.0% | +36.2% | +27.7% | +32.4% |
| 5Y | +126.4% | +66.1% | +60.4% | +56.2% |
| All | +203.4% | +424.3% | -220.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling