+125.6%
CVX vs PATH
-76.8%
+202.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -9.7% | -5.3% | -4.4% | -9.5% |
| 30D | +3.6% | -0.5% | +4.2% | +3.6% |
| 3M | +13.3% | -7.1% | +20.5% | +13.4% |
| 6M | +16.9% | +23.8% | -6.9% | +15.4% |
| YTD | +43.4% | -20.7% | +64.1% | +43.8% |
| 1Y | +44.5% | -8.1% | +52.6% | +43.6% |
| 3Y | +64.0% | -21.8% | +85.8% | +60.7% |
| All | +125.6% | -76.8% | +202.4% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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