+207.2%
CVX vs M
-6.4%
+213.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | -0.6% | +2.4% | -3.0% | -1.0% |
| 30D | +13.4% | -11.6% | +25.1% | +15.9% |
| 3M | +11.8% | +1.6% | +10.2% | +10.9% |
| 6M | +12.4% | +25.2% | -12.8% | +6.7% |
| YTD | +41.5% | +3.8% | +37.7% | +38.5% |
| 1Y | +41.6% | +36.3% | +5.3% | +30.8% |
| 3Y | +42.2% | +116.3% | -74.1% | +13.2% |
| 5Y | +166.0% | +28.2% | +137.8% | +118.0% |
| 10Y | +207.2% | -3.4% | +210.6% | +88.3% |
| All | +207.2% | -6.4% | +213.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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