+4,679.2%
CVX vs M
+396.5%
+4,282.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.8% |
| 7D | +3.3% | +4.7% | -1.4% | +2.5% |
| 30D | +12.9% | -9.6% | +22.5% | +14.9% |
| 3M | +11.7% | +0.9% | +10.9% | +10.9% |
| 6M | +14.1% | +22.3% | -8.1% | +8.8% |
| YTD | +40.7% | +6.5% | +34.2% | +37.0% |
| 1Y | +37.5% | +38.8% | -1.3% | +26.8% |
| 3Y | +43.9% | +115.9% | -72.0% | +16.1% |
| 5Y | +161.5% | +28.6% | +132.8% | +118.2% |
| 10Y | +215.1% | -2.5% | +217.7% | +137.7% |
| All | +4,679.2% | +396.5% | +4,282.7% | +2,419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling