+132.9%
CVX vs NET
+1,449.6%
-1,316.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | +3.3% | -7.0% | +10.3% | +3.7% |
| 30D | +12.9% | -4.8% | +17.7% | +13.0% |
| 3M | +11.7% | +3.8% | +7.9% | +11.2% |
| 6M | +14.1% | +50.0% | -35.9% | +10.7% |
| YTD | +40.7% | +41.5% | -0.8% | +36.6% |
| 1Y | +37.5% | +32.8% | +4.7% | +33.8% |
| 3Y | +43.9% | +335.9% | -291.9% | +29.1% |
| 5Y | +161.5% | +113.8% | +47.6% | +132.4% |
| All | +132.9% | +1,449.6% | -1,316.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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