+170.6%
CVX vs LOW
+5.8%
+164.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.7% | -2.6% | +3.3% | +1.0% |
| 30D | +9.1% | -11.1% | +20.3% | +11.0% |
| 3M | +13.1% | -8.5% | +21.6% | +14.2% |
| 6M | +16.3% | -20.8% | +37.1% | +20.3% |
| YTD | +43.5% | -17.2% | +60.7% | +46.7% |
| 1Y | +40.2% | -24.7% | +64.9% | +46.3% |
| 3Y | +44.2% | -9.7% | +54.0% | +43.0% |
| 5Y | +170.6% | +6.0% | +164.6% | +143.4% |
| All | +170.6% | +5.8% | +164.9% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling