+126.1%
CVX vs PL
+36.0%
+90.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -6.2% | +5.6% | -11.9% | -6.5% |
| 30D | -0.4% | -16.9% | +16.6% | +0.1% |
| 3M | +9.3% | -38.2% | +47.5% | +10.8% |
| 6M | +18.4% | -63.4% | +81.8% | +21.7% |
| YTD | +42.5% | -27.6% | +70.1% | +40.8% |
| 1Y | +41.0% | +6.6% | +34.5% | +36.3% |
| 3Y | +67.5% | +557.6% | -490.1% | +39.4% |
| 5Y | +126.1% | +39.5% | +86.6% | +100.0% |
| All | +126.1% | +36.0% | +90.1% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling