+4,683.6%
CVX vs NEM
+487.7%
+4,195.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | +12.9% | +23.1% | -10.2% | +9.4% |
| 3M | +11.7% | +18.5% | -6.8% | +8.4% |
| 6M | +14.1% | +7.8% | +6.4% | +11.5% |
| YTD | +40.7% | +29.1% | +11.6% | +33.1% |
| 1Y | +37.5% | +72.7% | -35.2% | +23.8% |
| 3Y | +43.9% | +248.7% | -204.8% | +14.1% |
| 5Y | +161.5% | +148.7% | +12.8% | +115.6% |
| 10Y | +215.1% | +304.8% | -89.7% | +134.9% |
| All | +4,683.6% | +487.7% | +4,195.9% | +2,819.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling