+282.7%
CVX vs P
+485.4%
-202.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | +3.3% | +6.5% | -3.2% | +2.4% |
| 30D | +12.9% | +18.8% | -6.0% | +9.9% |
| 3M | +11.7% | +26.7% | -15.0% | +7.2% |
| 6M | +14.1% | +62.2% | -48.0% | +4.9% |
| YTD | +40.7% | +48.5% | -7.8% | +30.1% |
| 1Y | +37.5% | +26.4% | +11.1% | +28.3% |
| 3Y | +43.9% | +159.4% | -115.5% | +12.2% |
| 5Y | +161.5% | +275.8% | -114.3% | +83.1% |
| 10Y | +215.1% | +732.0% | -516.9% | +81.0% |
| All | +282.7% | +485.4% | -202.6% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling