+170.6%
CVX vs MO
+99.2%
+71.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +0.7% | -1.0% | +1.7% | +0.9% |
| 30D | +9.1% | +5.8% | +3.3% | +7.5% |
| 3M | +13.1% | -4.5% | +17.6% | +14.1% |
| 6M | +16.3% | +5.7% | +10.5% | +13.9% |
| YTD | +43.5% | +23.1% | +20.4% | +34.6% |
| 1Y | +40.2% | +10.9% | +29.2% | +35.0% |
| 3Y | +44.2% | +96.1% | -51.9% | +14.2% |
| 5Y | +170.6% | +100.1% | +70.5% | +112.6% |
| All | +170.6% | +99.2% | +71.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 5y: compounded portfolio wealth divided by compounded MO 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…
5y analysis · Full analysis span regression · 6 months rolling