+73.1%
CVX vs NSC
+77.7%
-4.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | +3.4% | +2.5% | +0.9% | +2.9% |
| 30D | -1.0% | +1.7% | -2.7% | -1.5% |
| 3M | +12.2% | -2.6% | +14.7% | +12.6% |
| 6M | +20.3% | +6.4% | +13.9% | +18.1% |
| YTD | +48.3% | +15.5% | +32.8% | +42.0% |
| 1Y | +46.9% | +17.6% | +29.3% | +40.0% |
| 3Y | +73.1% | +75.0% | -1.9% | +49.1% |
| All | +73.1% | +77.7% | -4.6% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling