+219.2%
CVX vs NSC
+332.1%
-112.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | +2.6% | -2.8% | +5.4% | +4.1% |
| 30D | +9.8% | -4.5% | +14.3% | +12.3% |
| 3M | +16.2% | +3.5% | +12.7% | +13.6% |
| 6M | +13.6% | +8.5% | +5.1% | +7.5% |
| YTD | +44.4% | +12.3% | +32.0% | +33.7% |
| 1Y | +40.6% | +18.9% | +21.7% | +26.1% |
| 3Y | +48.2% | +74.1% | -25.9% | +2.5% |
| 5Y | +172.3% | +43.9% | +128.4% | +103.2% |
| All | +219.2% | +332.1% | -112.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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