+219.2%
CVX vs NYT
+489.9%
-270.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +9.8% | +4.6% | +5.2% | +8.6% |
| 3M | +16.2% | -9.6% | +25.8% | +18.5% |
| 6M | +13.6% | -14.0% | +27.6% | +16.7% |
| YTD | +44.4% | -2.8% | +47.2% | +43.4% |
| 1Y | +40.6% | +15.6% | +25.0% | +33.3% |
| 3Y | +48.2% | +56.3% | -8.1% | +27.0% |
| 5Y | +172.3% | +39.5% | +132.8% | +135.0% |
| All | +219.2% | +489.9% | -270.7% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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