+18.4%
CVX vs RF
+8.1%
+10.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +1.6% | +0.4% | +1.3% | +1.7% |
| 30D | -0.6% | +5.6% | -6.2% | +0.2% |
| 3M | +11.0% | -8.9% | +19.9% | +8.5% |
| 6M | +18.4% | +7.1% | +11.4% | +21.5% |
| All | +18.4% | +8.1% | +10.3% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling