+214.5%
CVX vs RF
+223.4%
-8.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | +3.4% | +1.9% | +1.5% | +2.5% |
| 30D | -1.0% | +7.3% | -8.3% | -4.2% |
| 3M | +12.2% | -7.9% | +20.1% | +16.1% |
| 6M | +20.3% | +10.5% | +9.8% | +13.9% |
| YTD | +48.3% | +9.6% | +38.7% | +39.5% |
| 1Y | +46.9% | +20.3% | +26.6% | +32.1% |
| 3Y | +73.1% | +119.5% | -46.4% | +12.1% |
| 5Y | +135.2% | +48.2% | +87.0% | +75.3% |
| All | +214.5% | +223.4% | -8.8% | +45.0% |
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