+4,942.5%
CVX vs NOC
+17,598.2%
-12,655.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | +4.8% | -1.4% | +2.1% |
| 30D | -1.0% | +11.0% | -12.0% | -3.9% |
| 3M | +12.2% | -3.8% | +16.0% | +13.1% |
| 6M | +20.3% | +0.6% | +19.7% | +19.5% |
| YTD | +48.3% | -2.3% | +50.6% | +47.7% |
| 1Y | +46.9% | +0.3% | +46.7% | +45.1% |
| 3Y | +73.1% | +24.6% | +48.5% | +58.2% |
| 5Y | +135.2% | +66.0% | +69.2% | +95.5% |
| 10Y | +214.4% | +161.2% | +53.2% | +128.9% |
| All | +4,942.5% | +17,598.2% | -12,655.7% | +1,847.4% |
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