+1,207.9%
CVX vs TPR
+7,380.8%
-6,172.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | -2.3% | +5.6% | +3.9% |
| 30D | +12.9% | -23.0% | +35.8% | +19.5% |
| 3M | +11.7% | -12.5% | +24.2% | +14.2% |
| 6M | +14.1% | -21.4% | +35.6% | +18.6% |
| YTD | +40.7% | -3.5% | +44.2% | +38.4% |
| 1Y | +37.5% | +17.4% | +20.1% | +28.0% |
| 3Y | +43.9% | +291.3% | -247.3% | -4.8% |
| 5Y | +161.5% | +241.9% | -80.4% | +71.4% |
| 10Y | +215.1% | +322.7% | -107.6% | +75.0% |
| All | +1,207.9% | +7,380.8% | -6,172.9% | +344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling