+4,808.8%
CVX vs NYT
+758.3%
+4,050.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +16.2% | -9.6% | +25.8% | +18.2% |
| 6M | +13.6% | -14.0% | +27.6% | +16.3% |
| YTD | +44.4% | -2.8% | +47.2% | +43.8% |
| 1Y | +40.6% | +15.6% | +25.0% | +34.9% |
| 3Y | +48.2% | +56.3% | -8.1% | +31.8% |
| 5Y | +172.3% | +39.5% | +132.8% | +142.7% |
| 10Y | +222.3% | +488.0% | -265.8% | +110.0% |
| All | +4,808.8% | +758.3% | +4,050.5% | +2,548.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling