+219.2%
CVX vs TEVA
-22.9%
+242.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | +2.6% | +2.0% | +0.6% | +2.3% |
| 30D | +9.8% | +1.0% | +8.9% | +9.6% |
| 3M | +16.2% | +7.3% | +8.9% | +14.6% |
| 6M | +13.6% | +21.7% | -8.1% | +9.3% |
| YTD | +44.4% | +18.8% | +25.5% | +39.1% |
| 1Y | +40.6% | +86.5% | -45.9% | +24.8% |
| 3Y | +48.2% | +269.4% | -221.2% | +11.8% |
| 5Y | +172.3% | +303.6% | -131.3% | +94.9% |
| All | +219.2% | -22.9% | +242.1% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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