+167.0%
CVX vs NTRS
+93.2%
+73.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | +9.8% | -0.7% | +10.5% | +9.9% |
| 3M | +16.2% | +11.3% | +4.9% | +12.9% |
| 6M | +13.6% | +35.5% | -21.9% | +4.3% |
| YTD | +44.4% | +40.6% | +3.8% | +30.8% |
| 1Y | +40.6% | +49.2% | -8.6% | +25.0% |
| 3Y | +48.2% | +167.2% | -119.0% | +9.6% |
| All | +167.0% | +93.2% | +73.8% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling