+198.8%
CVX vs RF
+248.4%
-49.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -6.2% | +0.3% | -6.6% | -6.4% |
| 30D | -0.4% | +6.2% | -6.5% | -3.1% |
| 3M | +9.3% | -7.8% | +17.2% | +13.0% |
| 6M | +18.4% | +5.9% | +12.5% | +14.2% |
| YTD | +42.5% | +9.0% | +33.4% | +34.4% |
| 1Y | +41.0% | +19.3% | +21.8% | +27.3% |
| 3Y | +67.5% | +116.4% | -48.9% | +9.4% |
| 5Y | +126.1% | +46.0% | +80.1% | +70.1% |
| 10Y | +198.8% | +239.8% | -41.0% | +39.7% |
| All | +198.8% | +248.4% | -49.6% | +39.7% |
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