+803.0%
CVX vs MKTX
+1,445.1%
-642.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +10.7% | +1.0% | +9.7% | +10.5% |
| 3M | +15.5% | +40.8% | -25.3% | +7.7% |
| 6M | +14.9% | -10.9% | +25.8% | +16.2% |
| YTD | +44.2% | -8.6% | +52.8% | +45.0% |
| 1Y | +43.5% | -11.6% | +55.1% | +44.9% |
| 3Y | +45.0% | -24.5% | +69.5% | +47.3% |
| 5Y | +172.2% | -60.7% | +232.9% | +205.4% |
| 10Y | +221.9% | +5.1% | +216.8% | +185.3% |
| All | +803.0% | +1,445.1% | -642.1% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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