+143.3%
CVX vs NTR
+103.7%
+39.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | +0.5% | +0.4% | +0.7% |
| 30D | +10.7% | +21.7% | -11.1% | +0.6% |
| 3M | +15.5% | +22.8% | -7.3% | +4.3% |
| 6M | +14.9% | +8.2% | +6.7% | +9.5% |
| YTD | +44.2% | +32.9% | +11.3% | +23.6% |
| 1Y | +43.5% | +45.3% | -1.8% | +16.8% |
| 3Y | +45.0% | +41.7% | +3.3% | +15.9% |
| 5Y | +172.2% | +49.8% | +122.3% | +85.9% |
| All | +143.3% | +103.7% | +39.6% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling