+1,169.8%
CVX vs ON
+179.8%
+990.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -6.2% | -4.1% | -2.1% | -5.9% |
| 30D | -0.4% | -10.2% | +9.9% | +0.7% |
| 3M | +9.3% | -12.7% | +22.1% | +10.5% |
| 6M | +18.4% | -32.5% | +50.9% | +21.7% |
| YTD | +42.5% | +28.6% | +13.9% | +33.1% |
| 1Y | +41.0% | +43.4% | -2.4% | +29.6% |
| 3Y | +67.5% | +3.3% | +64.2% | +55.4% |
| 5Y | +126.1% | +22.5% | +103.6% | +97.5% |
| 10Y | +198.8% | +535.7% | -336.9% | +104.0% |
| All | +1,169.8% | +179.8% | +990.0% | +627.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling