+143.6%
CVX vs NTR
+97.9%
+45.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +2.6% | -1.3% | +3.9% | +3.2% |
| 30D | +9.8% | +16.8% | -6.9% | +1.8% |
| 3M | +16.2% | +20.7% | -4.5% | +5.8% |
| 6M | +13.6% | +0.5% | +13.1% | +12.1% |
| YTD | +44.4% | +29.2% | +15.2% | +25.4% |
| 1Y | +40.6% | +39.6% | +1.0% | +16.6% |
| 3Y | +48.2% | +37.9% | +10.3% | +20.0% |
| 5Y | +172.3% | +47.1% | +125.2% | +87.2% |
| All | +143.6% | +97.9% | +45.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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