+2,504.7%
CVX vs NTAP
+23,535.9%
-21,031.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +1.6% | +9.9% | -8.3% | +0.6% |
| 30D | -0.6% | -22.1% | +21.5% | +1.7% |
| 3M | +11.0% | -7.7% | +18.7% | +11.5% |
| 6M | +18.4% | +60.9% | -42.5% | +11.7% |
| YTD | +45.9% | +76.4% | -30.5% | +35.9% |
| 1Y | +46.7% | +69.3% | -22.7% | +37.2% |
| 3Y | +71.6% | +154.6% | -83.1% | +52.2% |
| 5Y | +131.4% | +131.4% | 0.0% | +106.1% |
| 10Y | +209.3% | +600.9% | -391.6% | +146.1% |
| All | +2,504.7% | +23,535.9% | -21,031.2% | +1,599.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling