+64.0%
CVX vs M
+100.8%
-36.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | 0.0% |
| 7D | -9.7% | -4.3% | -5.5% | -9.6% |
| 30D | +3.6% | +1.3% | +2.4% | +3.5% |
| 3M | +13.3% | -7.4% | +20.7% | +13.7% |
| 6M | +16.9% | +18.3% | -1.5% | +15.2% |
| YTD | +43.4% | +7.6% | +35.8% | +42.2% |
| 1Y | +44.5% | +17.4% | +27.1% | +42.0% |
| 3Y | +64.0% | +108.4% | -44.4% | +47.0% |
| All | +64.0% | +100.8% | -36.9% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling