+45.2%
CVX vs NTAP
+152.0%
-106.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -0.6% | +3.3% | -3.9% | -0.9% |
| 30D | +13.4% | -0.2% | +13.6% | +13.4% |
| 3M | +11.8% | +11.4% | +0.4% | +10.6% |
| 6M | +12.4% | +88.7% | -76.2% | +4.3% |
| YTD | +41.5% | +78.9% | -37.4% | +31.9% |
| 1Y | +41.6% | +58.8% | -17.2% | +34.0% |
| All | +45.2% | +152.0% | -106.7% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling