+4,683.6%
CVX vs OMC
+6,006.3%
-1,322.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.5% |
| 7D | +3.3% | -6.4% | +9.8% | +5.4% |
| 30D | +12.9% | +1.1% | +11.8% | +12.2% |
| 3M | +11.7% | +10.4% | +1.3% | +7.4% |
| 6M | +14.1% | -1.7% | +15.9% | +13.5% |
| YTD | +40.7% | +4.4% | +36.2% | +35.7% |
| 1Y | +37.5% | +8.4% | +29.1% | +30.3% |
| 3Y | +43.9% | +14.4% | +29.5% | +31.7% |
| 5Y | +161.5% | +33.9% | +127.6% | +121.7% |
| 10Y | +215.1% | +34.9% | +180.3% | +161.8% |
| All | +4,683.6% | +6,006.3% | -1,322.6% | +2,005.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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