+64.0%
CVX vs LIN
+36.4%
+27.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.1% |
| 7D | -9.7% | +0.2% | -9.9% | -9.8% |
| 30D | +3.6% | +6.5% | -2.8% | +1.8% |
| 3M | +13.3% | +5.5% | +7.9% | +11.6% |
| 6M | +16.9% | +3.3% | +13.6% | +15.3% |
| YTD | +43.4% | +22.0% | +21.4% | +32.5% |
| 1Y | +44.5% | +25.7% | +18.7% | +31.9% |
| 3Y | +64.0% | +36.2% | +27.7% | +51.8% |
| All | +64.0% | +36.4% | +27.6% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling