+164.8%
CVX vs PATH
-79.4%
+244.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.8% |
| 7D | -5.3% | -4.8% | -0.5% | -5.2% |
| 30D | +5.1% | +2.7% | +2.4% | +4.9% |
| 3M | +14.9% | -4.2% | +19.1% | +14.9% |
| 6M | +14.9% | +24.7% | -9.9% | +13.4% |
| YTD | +46.3% | -17.6% | +63.9% | +46.5% |
| 1Y | +47.0% | -5.3% | +52.3% | +46.0% |
| 3Y | +66.6% | -22.0% | +88.6% | +63.7% |
| 5Y | +133.6% | -76.5% | +210.1% | +128.4% |
| All | +164.8% | -79.4% | +244.1% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling