+217.2%
CVX vs NOC
+192.5%
+24.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | +0.7% | -1.8% | +2.4% | +1.3% |
| 30D | +9.1% | -9.4% | +18.6% | +12.8% |
| 3M | +13.1% | -3.8% | +16.9% | +14.2% |
| 6M | +16.3% | -28.8% | +45.0% | +30.1% |
| YTD | +43.5% | -7.9% | +51.4% | +45.5% |
| 1Y | +40.2% | -9.0% | +49.2% | +42.5% |
| 3Y | +44.2% | +29.1% | +15.2% | +23.9% |
| 5Y | +170.6% | +58.9% | +111.7% | +104.9% |
| All | +217.2% | +192.5% | +24.8% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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