+170.6%
CVX vs TGT
-26.4%
+197.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +0.7% | -5.0% | +5.7% | +1.5% |
| 30D | +9.1% | +3.0% | +6.1% | +8.5% |
| 3M | +13.1% | +22.6% | -9.5% | +9.2% |
| 6M | +16.3% | +31.2% | -14.9% | +10.7% |
| YTD | +43.5% | +63.7% | -20.2% | +31.3% |
| 1Y | +40.2% | +78.5% | -38.3% | +26.0% |
| 3Y | +44.2% | +40.5% | +3.7% | +31.0% |
| 5Y | +170.6% | -25.6% | +196.2% | +169.1% |
| All | +170.6% | -26.4% | +197.0% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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