+4,771.0%
CVX vs M
+401.4%
+4,369.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.7% |
| 7D | -9.7% | -4.3% | -5.5% | -9.2% |
| 30D | +3.6% | +1.3% | +2.4% | +3.1% |
| 3M | +13.3% | -7.4% | +20.7% | +14.3% |
| 6M | +16.9% | +18.3% | -1.5% | +11.9% |
| YTD | +43.4% | +7.6% | +35.8% | +38.8% |
| 1Y | +44.5% | +17.4% | +27.1% | +37.2% |
| 3Y | +64.0% | +108.4% | -44.4% | +32.8% |
| 5Y | +126.4% | -10.6% | +137.0% | +104.0% |
| 10Y | +209.4% | -3.2% | +212.5% | +132.8% |
| All | +4,771.0% | +401.4% | +4,369.6% | +2,451.0% |
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