+198.8%
CVX vs TER
+993.6%
-794.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -6.2% | -8.9% | +2.7% | -5.2% |
| 30D | -0.4% | -39.1% | +38.7% | +6.5% |
| 3M | +9.3% | -32.8% | +42.1% | +14.3% |
| 6M | +18.4% | -31.7% | +50.1% | +20.2% |
| YTD | +42.5% | +26.9% | +15.5% | +23.5% |
| 1Y | +41.0% | +33.6% | +7.5% | +20.4% |
| 3Y | +67.5% | +181.5% | -114.0% | +11.4% |
| 5Y | +126.1% | +76.1% | +50.0% | +62.2% |
| 10Y | +198.8% | +1,006.2% | -807.4% | +41.7% |
| All | +198.8% | +993.6% | -794.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling