+219.2%
CVX vs NTAP
+650.8%
-431.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.5% | -7.9% | -1.6% |
| 7D | +2.6% | +7.4% | -4.8% | +0.6% |
| 30D | +9.8% | -1.4% | +11.2% | +10.0% |
| 3M | +16.2% | +24.6% | -8.4% | +8.8% |
| 6M | +13.6% | +105.9% | -92.3% | -9.1% |
| YTD | +44.4% | +88.5% | -44.2% | +17.9% |
| 1Y | +40.6% | +62.1% | -21.5% | +19.7% |
| 3Y | +48.2% | +169.1% | -120.9% | +2.5% |
| 5Y | +172.3% | +141.9% | +30.4% | +90.8% |
| All | +219.2% | +650.8% | -431.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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