+219.2%
CVX vs NEM
+319.0%
-99.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +2.6% | -1.0% | +3.6% | +2.7% |
| 30D | +9.8% | +7.8% | +2.0% | +8.7% |
| 3M | +16.2% | +30.2% | -14.0% | +12.0% |
| 6M | +13.6% | +9.6% | +4.0% | +11.2% |
| YTD | +44.4% | +27.8% | +16.6% | +37.1% |
| 1Y | +40.6% | +60.7% | -20.1% | +27.6% |
| 3Y | +48.2% | +245.3% | -197.1% | +14.5% |
| 5Y | +172.3% | +155.3% | +16.9% | +120.9% |
| All | +219.2% | +319.0% | -99.8% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling