+67.5%
CVX vs RF
+116.7%
-49.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -6.2% | +0.3% | -6.6% | -6.3% |
| 30D | -0.4% | +6.2% | -6.5% | -1.8% |
| 3M | +9.3% | -7.8% | +17.2% | +11.3% |
| 6M | +18.4% | +5.9% | +12.5% | +16.0% |
| YTD | +42.5% | +9.0% | +33.4% | +37.6% |
| 1Y | +41.0% | +19.3% | +21.8% | +32.2% |
| 3Y | +67.5% | +116.4% | -48.9% | +32.5% |
| All | +67.5% | +116.7% | -49.2% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling