+130.0%
CVX vs NEM
+120.8%
+9.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +3.4% | -6.4% | +9.9% | +3.8% |
| 30D | -1.0% | +1.4% | -2.4% | -1.2% |
| 3M | +12.2% | -0.7% | +12.9% | +12.0% |
| 6M | +20.3% | -4.5% | +24.8% | +20.4% |
| YTD | +48.3% | +14.0% | +34.3% | +44.1% |
| 1Y | +46.9% | +27.3% | +19.6% | +40.5% |
| 3Y | +73.1% | +250.5% | -177.4% | +38.2% |
| All | +130.0% | +120.8% | +9.2% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling