+125.6%
CVX vs TPR
+253.5%
-127.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -9.7% | +14.2% | -23.9% | -10.9% |
| 30D | +3.6% | +17.1% | -13.5% | +1.9% |
| 3M | +13.3% | -17.7% | +31.0% | +15.3% |
| 6M | +16.9% | -10.2% | +27.1% | +17.5% |
| YTD | +43.4% | +4.9% | +38.5% | +40.2% |
| 1Y | +44.5% | +36.1% | +8.4% | +35.6% |
| 3Y | +64.0% | +416.5% | -352.5% | +20.7% |
| All | +125.6% | +253.5% | -127.9% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling