+4,775.6%
CVX vs TER
+8,630.0%
-3,854.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.4% |
| 7D | -9.7% | -20.5% | +10.7% | -7.5% |
| 30D | +3.6% | -47.0% | +50.6% | +11.0% |
| 3M | +13.3% | -43.3% | +56.6% | +19.8% |
| 6M | +16.9% | -42.9% | +59.8% | +21.4% |
| YTD | +43.4% | +12.9% | +30.5% | +34.7% |
| 1Y | +44.5% | +18.2% | +26.3% | +34.6% |
| 3Y | +64.0% | +151.8% | -87.8% | +34.6% |
| 5Y | +126.4% | +54.2% | +72.2% | +93.6% |
| 10Y | +209.4% | +908.2% | -698.9% | +108.6% |
| All | +4,775.6% | +8,630.0% | -3,854.4% | +2,542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling