+267.8%
CVX vs PSX
+1,139.4%
-871.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +3.3% | +4.5% | -1.2% | +0.8% |
| 30D | +12.9% | +26.6% | -13.7% | -1.1% |
| 3M | +11.7% | +39.3% | -27.5% | -7.4% |
| 6M | +14.1% | +56.8% | -42.7% | -11.7% |
| YTD | +40.7% | +101.8% | -61.1% | -5.6% |
| 1Y | +37.5% | +99.6% | -62.1% | -7.6% |
| 3Y | +43.9% | +140.3% | -96.4% | -15.7% |
| 5Y | +161.5% | +339.3% | -177.9% | +5.4% |
| 10Y | +215.1% | +369.9% | -154.7% | +14.9% |
| All | +267.8% | +1,139.4% | -871.6% | +9.4% |
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