+162.6%
CVX vs P
+276.6%
-114.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | +3.3% | +6.5% | -3.2% | +3.0% |
| 30D | +12.9% | +18.8% | -6.0% | +11.8% |
| 3M | +11.7% | +26.7% | -15.0% | +10.0% |
| 6M | +14.1% | +62.2% | -48.0% | +10.3% |
| YTD | +40.7% | +48.5% | -7.8% | +36.4% |
| 1Y | +37.5% | +26.4% | +11.1% | +33.7% |
| 3Y | +43.9% | +159.4% | -115.5% | +26.7% |
| All | +162.6% | +276.6% | -114.0% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling