+281.5%
CVX vs PSX
+1,177.4%
-896.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | +1.6% | +6.4% | -4.8% | -1.9% |
| 30D | -0.6% | -10.2% | +9.6% | +5.1% |
| 3M | +11.0% | +17.2% | -6.2% | +1.1% |
| 6M | +18.4% | +51.8% | -33.3% | -6.9% |
| YTD | +45.9% | +108.0% | -62.1% | -4.2% |
| 1Y | +46.7% | +96.1% | -49.5% | -0.8% |
| 3Y | +71.6% | +155.9% | -84.3% | -3.2% |
| 5Y | +131.4% | +306.9% | -175.5% | -2.5% |
| 10Y | +209.3% | +364.5% | -155.2% | +12.3% |
| All | +281.5% | +1,177.4% | -896.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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