+214.5%
CVX vs TER
+998.2%
-783.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +2.4% |
| 7D | +3.4% | +14.4% | -10.9% | +1.2% |
| 30D | -1.0% | -30.6% | +29.6% | +3.8% |
| 3M | +12.2% | -39.2% | +51.4% | +19.1% |
| 6M | +20.3% | -31.3% | +51.6% | +22.0% |
| YTD | +48.3% | +29.1% | +19.2% | +28.1% |
| 1Y | +46.9% | +47.4% | -0.5% | +22.9% |
| 3Y | +73.1% | +191.2% | -118.1% | +14.2% |
| 5Y | +135.2% | +74.0% | +61.2% | +69.8% |
| All | +214.5% | +998.2% | -783.6% | +47.0% |
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