+2,411.4%
CVX vs NTAP
+23,420.6%
-21,009.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +12.9% | -0.5% | +13.4% | +12.9% |
| 3M | +11.7% | +4.1% | +7.6% | +11.0% |
| 6M | +14.1% | +88.0% | -73.8% | +6.2% |
| YTD | +40.7% | +75.6% | -34.9% | +31.6% |
| 1Y | +37.5% | +58.9% | -21.4% | +29.8% |
| 3Y | +43.9% | +153.6% | -109.6% | +28.1% |
| 5Y | +161.5% | +127.6% | +33.8% | +134.0% |
| 10Y | +215.1% | +580.4% | -365.3% | +152.1% |
| All | +2,411.4% | +23,420.6% | -21,009.2% | +1,545.4% |
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