+171.5%
CVX vs PL
+40.9%
+130.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.7% |
| 7D | +3.4% | +10.0% | -6.6% | +3.1% |
| 30D | -1.0% | -2.3% | +1.3% | -1.0% |
| 3M | +12.2% | -44.2% | +56.4% | +14.1% |
| 6M | +20.3% | -66.1% | +86.4% | +24.1% |
| YTD | +48.3% | -30.0% | +78.3% | +46.7% |
| 1Y | +46.9% | +21.0% | +25.9% | +41.0% |
| 3Y | +73.1% | +516.5% | -443.4% | +44.3% |
| 5Y | +135.2% | +32.0% | +103.2% | +104.9% |
| All | +171.5% | +40.9% | +130.6% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling