+4,790.9%
CVX vs RF
+1,441.6%
+3,349.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -0.8% | +4.6% | -5.4% | -1.9% |
| 3M | +9.4% | -8.4% | +17.8% | +11.4% |
| 6M | +17.5% | +8.9% | +8.7% | +14.9% |
| YTD | +43.8% | +8.8% | +35.0% | +40.0% |
| 1Y | +41.9% | +18.9% | +23.0% | +35.3% |
| 3Y | +69.1% | +116.0% | -46.8% | +39.6% |
| 5Y | +128.3% | +46.0% | +82.3% | +101.9% |
| 10Y | +204.9% | +231.7% | -26.8% | +124.2% |
| All | +4,790.9% | +1,441.6% | +3,349.3% | +2,563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling