+290.1%
CVX vs P
+469.1%
-179.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.6% |
| 7D | -9.7% | -23.8% | +14.1% | -6.8% |
| 30D | +3.6% | -36.6% | +40.3% | +9.1% |
| 3M | +13.3% | +10.9% | +2.5% | +10.3% |
| 6M | +16.9% | +30.0% | -13.1% | +9.9% |
| YTD | +43.4% | +44.4% | -1.0% | +31.7% |
| 1Y | +44.5% | +3.9% | +40.6% | +37.8% |
| 3Y | +64.0% | +176.6% | -112.6% | +25.0% |
| 5Y | +126.4% | +249.3% | -122.9% | +59.2% |
| 10Y | +209.4% | +726.9% | -517.6% | +76.4% |
| All | +290.1% | +469.1% | -179.0% | +125.5% |
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