+73.1%
CVX vs LOW
+25.3%
+47.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | -1.0% | +21.7% | -22.7% | -2.4% |
| 3M | +12.2% | +5.0% | +7.2% | +11.9% |
| 6M | +20.3% | +4.6% | +15.7% | +19.9% |
| YTD | +48.3% | -3.5% | +51.8% | +48.8% |
| 1Y | +46.9% | +0.5% | +46.4% | +45.8% |
| 3Y | +73.1% | +24.8% | +48.3% | +61.1% |
| All | +73.1% | +25.3% | +47.8% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling