+68.3%
CVX vs PL
+544.4%
-476.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.5% | -15.4% | -1.1% |
| 7D | -7.5% | +10.9% | -18.3% | -7.6% |
| 30D | -0.6% | -16.4% | +15.8% | -0.3% |
| 3M | +14.0% | -39.9% | +53.9% | +14.9% |
| 6M | +18.1% | -63.2% | +81.3% | +20.1% |
| YTD | +42.2% | -27.1% | +69.3% | +40.2% |
| 1Y | +41.3% | +12.2% | +29.1% | +36.7% |
| 3Y | +68.3% | +584.3% | -515.9% | +40.0% |
| All | +68.3% | +544.4% | -476.0% | +40.0% |
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