+221.9%
CVX vs TER
+1,819.9%
-1,598.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.4% |
| 7D | +1.0% | +12.4% | -11.4% | -0.9% |
| 30D | +10.7% | +5.1% | +5.5% | +9.4% |
| 3M | +15.5% | +4.0% | +11.5% | +12.1% |
| 6M | +14.9% | +29.5% | -14.6% | +4.2% |
| YTD | +44.2% | +98.5% | -54.3% | +18.2% |
| 1Y | +43.5% | +234.1% | -190.6% | +3.1% |
| 3Y | +45.0% | +289.0% | -244.1% | -6.0% |
| 5Y | +172.2% | +228.2% | -56.0% | +73.1% |
| 10Y | +221.9% | +1,895.7% | -1,673.8% | +18.3% |
| All | +221.9% | +1,819.9% | -1,598.0% | +18.3% |
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