+4,782.9%
CVX vs RF
+1,429.2%
+3,353.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.4% |
| 7D | -8.0% | -1.6% | -6.4% | -7.7% |
| 30D | +2.6% | +5.0% | -2.5% | +1.4% |
| 3M | +15.2% | -10.0% | +25.2% | +17.8% |
| 6M | +12.5% | +3.3% | +9.2% | +11.3% |
| YTD | +43.6% | +7.9% | +35.7% | +40.1% |
| 1Y | +45.0% | +21.2% | +23.7% | +37.6% |
| 3Y | +63.5% | +105.8% | -42.3% | +36.4% |
| 5Y | +126.8% | +43.7% | +83.0% | +101.3% |
| 10Y | +209.8% | +289.4% | -79.6% | +121.7% |
| All | +4,782.9% | +1,429.2% | +3,353.7% | +2,564.0% |
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 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