+4,775.6%
CVX vs RF
+1,423.8%
+3,351.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -9.7% | -0.9% | -8.8% | -9.6% |
| 30D | +3.6% | +6.0% | -2.4% | +2.2% |
| 3M | +13.3% | -8.9% | +22.2% | +15.6% |
| 6M | +16.9% | +2.3% | +14.5% | +15.8% |
| YTD | +43.4% | +7.6% | +35.8% | +40.0% |
| 1Y | +44.5% | +21.2% | +23.3% | +37.2% |
| 3Y | +64.0% | +108.5% | -44.6% | +36.4% |
| 5Y | +126.4% | +43.2% | +83.2% | +101.2% |
| 10Y | +209.4% | +288.1% | -78.7% | +121.6% |
| All | +4,775.6% | +1,423.8% | +3,351.7% | +2,562.1% |
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