+167.0%
CVX vs TEVA
+300.5%
-133.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | +2.6% | +2.0% | +0.6% | +2.5% |
| 30D | +9.8% | +1.0% | +8.9% | +9.7% |
| 3M | +16.2% | +7.3% | +8.9% | +15.5% |
| 6M | +13.6% | +21.7% | -8.1% | +11.5% |
| YTD | +44.4% | +18.8% | +25.5% | +41.8% |
| 1Y | +40.6% | +86.5% | -45.9% | +31.9% |
| 3Y | +48.2% | +269.4% | -221.2% | +25.0% |
| All | +167.0% | +300.5% | -133.5% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling