+40.6%
CVX vs TRU
-13.7%
+54.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | +2.6% | -2.7% | +5.3% | +2.5% |
| 30D | +9.8% | -2.0% | +11.9% | +9.8% |
| 3M | +16.2% | +18.4% | -2.2% | +16.6% |
| 6M | +13.6% | +8.9% | +4.8% | +14.0% |
| YTD | +44.4% | -8.9% | +53.3% | +47.7% |
| 1Y | +40.6% | -15.9% | +56.5% | +43.3% |
| All | +40.6% | -13.7% | +54.2% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling