+69.8%
CVX vs TAP
-24.0%
+93.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.5% |
| 7D | -9.7% | +0.5% | -10.3% | -9.9% |
| 30D | +3.6% | +9.1% | -5.5% | +1.8% |
| 3M | +13.3% | -3.8% | +17.1% | +13.6% |
| 6M | +16.9% | -3.4% | +20.3% | +16.9% |
| YTD | +43.4% | -10.6% | +54.0% | +45.0% |
| 1Y | +44.5% | -4.4% | +48.9% | +43.8% |
| All | +69.8% | -24.0% | +93.8% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling