+4,683.6%
CVX vs NOC
+16,458.4%
-11,774.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | +3.3% | -5.2% | +8.5% | +4.8% |
| 30D | +12.9% | -7.2% | +20.1% | +15.1% |
| 3M | +11.7% | -5.1% | +16.8% | +13.0% |
| 6M | +14.1% | -31.1% | +45.2% | +25.7% |
| YTD | +40.7% | -8.6% | +49.3% | +42.9% |
| 1Y | +37.5% | -9.7% | +47.2% | +39.9% |
| 3Y | +43.9% | +24.3% | +19.7% | +31.4% |
| 5Y | +161.5% | +52.6% | +108.8% | +122.4% |
| 10Y | +215.1% | +183.6% | +31.5% | +125.2% |
| All | +4,683.6% | +16,458.4% | -11,774.8% | +1,784.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling