+170.6%
CVX vs NSC
+44.4%
+126.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | +9.1% | -3.4% | +12.5% | +10.1% |
| 3M | +13.1% | +5.1% | +8.0% | +11.1% |
| 6M | +16.3% | +9.2% | +7.0% | +12.4% |
| YTD | +43.5% | +13.4% | +30.1% | +36.8% |
| 1Y | +40.2% | +20.8% | +19.4% | +30.7% |
| 3Y | +44.2% | +76.1% | -31.8% | +14.8% |
| 5Y | +170.6% | +45.3% | +125.3% | +118.0% |
| All | +170.6% | +44.4% | +126.3% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling