+172.2%
CVX vs ON
+57.7%
+114.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +1.9% |
| 7D | +1.0% | -1.9% | +2.8% | +1.1% |
| 30D | +10.7% | -11.0% | +21.7% | +11.7% |
| 3M | +15.5% | -39.3% | +54.8% | +19.5% |
| 6M | +14.9% | +19.8% | -4.9% | +9.5% |
| YTD | +44.2% | +31.1% | +13.1% | +35.6% |
| 1Y | +43.5% | +46.0% | -2.5% | +32.5% |
| 3Y | +45.0% | -27.5% | +72.5% | +39.9% |
| 5Y | +172.2% | +56.9% | +115.3% | +130.3% |
| All | +172.2% | +57.7% | +114.4% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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