+142.2%
CVX vs NET
+1,381.0%
-1,238.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.6% |
| 7D | -5.3% | -16.4% | +11.0% | -4.5% |
| 30D | +5.1% | -25.8% | +30.9% | +6.6% |
| 3M | +14.9% | -11.5% | +26.5% | +15.3% |
| 6M | +14.9% | +18.9% | -4.1% | +12.9% |
| YTD | +46.3% | +35.2% | +11.1% | +42.1% |
| 1Y | +47.0% | +14.5% | +32.6% | +44.1% |
| 3Y | +66.6% | +313.8% | -247.2% | +49.7% |
| 5Y | +133.6% | +32.6% | +101.0% | +114.2% |
| All | +142.2% | +1,381.0% | -1,238.8% | +63.0% |
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