+4,711.1%
CVX vs TROW
+14,398.8%
-9,687.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +13.4% | -4.0% | +17.5% | +14.6% |
| 3M | +11.8% | +5.0% | +6.8% | +10.0% |
| 6M | +12.4% | +24.3% | -11.9% | +5.8% |
| YTD | +41.5% | +9.8% | +31.7% | +37.0% |
| 1Y | +41.6% | +6.4% | +35.2% | +37.9% |
| 3Y | +42.2% | +15.8% | +26.4% | +34.3% |
| 5Y | +166.0% | -37.3% | +203.2% | +185.0% |
| 10Y | +207.2% | +130.6% | +76.6% | +141.9% |
| All | +4,711.1% | +14,398.8% | -9,687.6% | +2,307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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