+4,683.6%
CVX vs NSC
+5,745.4%
-1,061.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +3.3% | -5.5% | +8.9% | +5.4% |
| 30D | +12.9% | -3.2% | +16.1% | +14.1% |
| 3M | +11.7% | +7.7% | +4.0% | +8.5% |
| 6M | +14.1% | +4.5% | +9.6% | +11.5% |
| YTD | +40.7% | +15.6% | +25.1% | +32.5% |
| 1Y | +37.5% | +19.8% | +17.7% | +27.7% |
| 3Y | +43.9% | +70.1% | -26.2% | +15.4% |
| 5Y | +161.5% | +46.1% | +115.3% | +118.6% |
| 10Y | +215.1% | +328.1% | -113.0% | +84.9% |
| All | +4,683.6% | +5,745.4% | -1,061.8% | +1,308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling