+172.2%
CVX vs NEM
+156.0%
+16.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +1.0% | +3.1% | -2.1% | +0.7% |
| 30D | +10.7% | +10.0% | +0.7% | +9.8% |
| 3M | +15.5% | +30.9% | -15.4% | +13.0% |
| 6M | +14.9% | +10.5% | +4.4% | +13.7% |
| YTD | +44.2% | +29.7% | +14.5% | +39.2% |
| 1Y | +43.5% | +71.1% | -27.6% | +32.8% |
| 3Y | +45.0% | +252.1% | -207.1% | +17.8% |
| 5Y | +172.2% | +157.7% | +14.4% | +152.6% |
| All | +172.2% | +156.0% | +16.2% | +152.6% |
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 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