+244.8%
CVX vs TRU
+228.6%
+16.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.3% |
| 7D | -0.6% | -7.2% | +6.6% | +1.3% |
| 30D | +13.4% | -2.8% | +16.3% | +14.1% |
| 3M | +11.8% | +13.0% | -1.2% | +7.2% |
| 6M | +12.4% | +0.7% | +11.8% | +10.4% |
| YTD | +41.5% | -9.0% | +50.5% | +42.1% |
| 1Y | +41.6% | -16.3% | +57.9% | +45.0% |
| 3Y | +42.2% | -1.1% | +43.3% | +30.8% |
| 5Y | +166.0% | -36.0% | +202.0% | +183.5% |
| 10Y | +207.2% | +139.9% | +67.3% | +104.4% |
| All | +244.8% | +228.6% | +16.2% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling