+4,263.3%
CVX vs LIN
+10,822.5%
-6,559.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.7% |
| 7D | -5.3% | +3.3% | -8.6% | -6.6% |
| 30D | +5.1% | +8.8% | -3.7% | +1.6% |
| 3M | +14.9% | +8.6% | +6.3% | +11.0% |
| 6M | +14.9% | +7.0% | +7.9% | +11.2% |
| YTD | +46.3% | +24.3% | +22.1% | +33.1% |
| 1Y | +47.0% | +27.3% | +19.8% | +32.4% |
| 3Y | +66.6% | +38.9% | +27.7% | +43.9% |
| 5Y | +133.6% | +69.4% | +64.2% | +83.0% |
| 10Y | +215.7% | +440.7% | -225.0% | +60.6% |
| All | +4,263.3% | +10,822.5% | -6,559.2% | +1,266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling