+1,154.1%
CVX vs ON
+199.0%
+955.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +3.3% | +2.4% | +0.9% | +3.0% |
| 30D | +12.9% | -3.3% | +16.2% | +13.2% |
| 3M | +11.7% | -43.6% | +55.3% | +18.7% |
| 6M | +14.1% | +19.0% | -4.8% | +8.7% |
| YTD | +40.7% | +37.4% | +3.3% | +31.0% |
| 1Y | +37.5% | +54.8% | -17.3% | +25.4% |
| 3Y | +43.9% | -25.2% | +69.1% | +39.5% |
| 5Y | +161.5% | +62.7% | +98.7% | +120.4% |
| 10Y | +215.1% | +574.3% | -359.2% | +114.6% |
| All | +1,154.1% | +199.0% | +955.1% | +616.3% |
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 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