+204.9%
CVX vs RF
+241.0%
-36.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | -0.8% | +4.6% | -5.4% | -2.9% |
| 3M | +9.4% | -8.4% | +17.8% | +13.4% |
| 6M | +17.5% | +8.9% | +8.7% | +12.0% |
| YTD | +43.8% | +8.8% | +35.0% | +35.8% |
| 1Y | +41.9% | +18.9% | +23.0% | +28.2% |
| 3Y | +69.1% | +116.0% | -46.8% | +10.6% |
| 5Y | +128.3% | +46.0% | +82.3% | +71.6% |
| 10Y | +204.9% | +231.7% | -26.8% | +42.6% |
| All | +204.9% | +241.0% | -36.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling