+48.0%
CVX vs NXT
+171.8%
-123.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +10.7% | -20.0% | +30.6% | +11.3% |
| 3M | +15.5% | -30.9% | +46.4% | +16.6% |
| 6M | +14.9% | -23.8% | +38.7% | +14.7% |
| YTD | +44.2% | -5.4% | +49.6% | +41.4% |
| 1Y | +43.5% | +28.0% | +15.5% | +37.0% |
| 3Y | +45.0% | +93.3% | -48.3% | +30.4% |
| All | +48.0% | +171.8% | -123.8% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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