+204.9%
CVX vs TPR
+378.8%
-173.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -1.7% | +6.4% | -8.1% | -3.3% |
| 30D | -0.8% | +13.8% | -14.6% | -4.3% |
| 3M | +9.4% | -16.6% | +26.0% | +13.4% |
| 6M | +17.5% | +0.7% | +16.9% | +15.3% |
| YTD | +43.8% | +5.3% | +38.5% | +37.2% |
| 1Y | +41.9% | +32.4% | +9.5% | +26.7% |
| 3Y | +69.1% | +406.4% | -337.2% | -3.7% |
| 5Y | +128.3% | +227.9% | -99.6% | +41.7% |
| 10Y | +204.9% | +371.7% | -166.8% | +39.0% |
| All | +204.9% | +378.8% | -173.9% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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