+1,200.7%
CVX vs ON
+196.4%
+1,004.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | +17.0% | -15.4% | -0.5% |
| 30D | -0.6% | -3.9% | +3.2% | -0.4% |
| 3M | +11.0% | -11.5% | +22.5% | +12.1% |
| 6M | +18.4% | -29.2% | +47.6% | +21.0% |
| YTD | +45.9% | +36.2% | +9.8% | +35.3% |
| 1Y | +46.7% | +49.6% | -3.0% | +34.0% |
| 3Y | +71.6% | +9.4% | +62.2% | +58.0% |
| 5Y | +131.4% | +25.8% | +105.6% | +101.5% |
| 10Y | +209.3% | +557.1% | -347.8% | +110.2% |
| All | +1,200.7% | +196.4% | +1,004.3% | +639.6% |
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