+198.6%
CVX vs P
+748.5%
-550.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -1.7% |
| 7D | -7.5% | -9.6% | +2.2% | -6.4% |
| 30D | -0.6% | -33.4% | +32.9% | +4.2% |
| 3M | +14.0% | +14.2% | -0.2% | +10.3% |
| 6M | +18.1% | +31.6% | -13.4% | +10.7% |
| YTD | +42.2% | +53.5% | -11.3% | +29.0% |
| 1Y | +41.3% | +14.2% | +27.1% | +32.7% |
| 3Y | +68.3% | +190.5% | -122.2% | +25.0% |
| 5Y | +122.0% | +256.3% | -134.3% | +51.7% |
| 10Y | +198.6% | +707.9% | -509.3% | +63.2% |
| All | +198.6% | +748.5% | -550.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling