+219.2%
CVX vs NTRS
+259.9%
-40.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | +9.8% | -0.7% | +10.5% | +10.0% |
| 3M | +16.2% | +11.3% | +4.9% | +10.1% |
| 6M | +13.6% | +35.5% | -21.9% | -2.8% |
| YTD | +44.4% | +40.6% | +3.8% | +20.7% |
| 1Y | +40.6% | +49.2% | -8.6% | +13.6% |
| 3Y | +48.2% | +167.2% | -119.0% | -14.2% |
| 5Y | +172.3% | +94.9% | +77.3% | +77.2% |
| All | +219.2% | +259.9% | -40.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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