+43.5%
CVX vs TAP
-19.6%
+63.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +1.0% | -5.1% | +6.0% | +1.3% |
| 30D | +10.7% | -8.4% | +19.1% | +11.2% |
| 3M | +15.5% | -3.9% | +19.4% | +15.4% |
| 6M | +14.9% | -14.4% | +29.3% | +15.9% |
| YTD | +44.2% | -14.7% | +58.9% | +45.1% |
| 1Y | +43.5% | -18.7% | +62.2% | +42.0% |
| All | +43.5% | -19.6% | +63.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling