+4,683.6%
CVX vs RF
+1,537.4%
+3,146.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.3% | +1.3% | +2.0% | +3.0% |
| 30D | +12.9% | -3.6% | +16.5% | +13.7% |
| 3M | +11.7% | +8.1% | +3.6% | +9.6% |
| 6M | +14.1% | +11.5% | +2.7% | +10.8% |
| YTD | +40.7% | +15.6% | +25.1% | +35.2% |
| 1Y | +37.5% | +15.7% | +21.8% | +31.9% |
| 3Y | +43.9% | +86.9% | -43.0% | +22.5% |
| 5Y | +161.5% | +89.8% | +71.6% | +118.4% |
| 10Y | +215.1% | +344.7% | -129.6% | +119.8% |
| All | +4,683.6% | +1,537.4% | +3,146.2% | +2,472.1% |
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