+42.1%
CVX vs PL
+454.1%
-412.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | +3.3% | -9.3% | +12.6% | +3.6% |
| 30D | +12.9% | -18.9% | +31.8% | +13.4% |
| 3M | +11.7% | -58.4% | +70.1% | +14.0% |
| 6M | +14.1% | -30.3% | +44.5% | +13.7% |
| YTD | +40.7% | -8.1% | +48.8% | +38.2% |
| 1Y | +37.5% | +180.5% | -143.0% | +27.3% |
| All | +42.1% | +454.1% | -412.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling