+4,942.5%
CVX vs LOW
+39,607.0%
-34,664.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | -1.0% | +21.7% | -22.7% | -5.2% |
| 3M | +12.2% | +5.0% | +7.2% | +10.6% |
| 6M | +20.3% | +4.6% | +15.7% | +18.2% |
| YTD | +48.3% | -3.5% | +51.8% | +47.4% |
| 1Y | +46.9% | +0.5% | +46.4% | +44.6% |
| 3Y | +73.1% | +24.8% | +48.3% | +61.5% |
| 5Y | +135.2% | +6.5% | +128.8% | +123.7% |
| 10Y | +214.4% | +294.6% | -80.2% | +126.4% |
| All | +4,942.5% | +39,607.0% | -34,664.5% | +2,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling