+219.2%
CVX vs LOW
+233.5%
-14.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -3.7% | +6.3% | +4.0% |
| 30D | +9.8% | -8.9% | +18.7% | +13.4% |
| 3M | +16.2% | -10.4% | +26.6% | +20.0% |
| 6M | +13.6% | -19.4% | +33.0% | +20.9% |
| YTD | +44.4% | -17.1% | +61.5% | +51.4% |
| 1Y | +40.6% | -26.3% | +66.9% | +54.0% |
| 3Y | +48.2% | -9.9% | +58.1% | +46.7% |
| 5Y | +172.3% | +6.1% | +166.2% | +141.4% |
| All | +219.2% | +233.5% | -14.3% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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