+207.2%
CVX vs TPR
+305.2%
-98.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.5% |
| 7D | -0.6% | -3.4% | +2.8% | +0.2% |
| 30D | +13.4% | -27.3% | +40.7% | +22.2% |
| 3M | +11.8% | -16.2% | +28.1% | +15.7% |
| 6M | +12.4% | -17.9% | +30.3% | +15.7% |
| YTD | +41.5% | -7.1% | +48.6% | +39.9% |
| 1Y | +41.6% | +13.6% | +28.0% | +31.3% |
| 3Y | +42.2% | +293.7% | -251.5% | -13.1% |
| 5Y | +166.0% | +239.1% | -73.1% | +60.7% |
| 10Y | +207.2% | +311.2% | -104.0% | +41.3% |
| All | +207.2% | +305.2% | -98.0% | +41.3% |
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