+217.2%
CVX vs TRV
+298.6%
-81.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +0.7% | -1.5% | +2.2% | +1.5% |
| 30D | +9.1% | -1.8% | +10.9% | +10.1% |
| 3M | +13.1% | +21.6% | -8.5% | +0.2% |
| 6M | +16.3% | +22.5% | -6.2% | +2.2% |
| YTD | +43.5% | +28.1% | +15.3% | +22.4% |
| 1Y | +40.2% | +37.0% | +3.1% | +14.4% |
| 3Y | +44.2% | +141.9% | -97.6% | -21.2% |
| 5Y | +170.6% | +158.5% | +12.1% | +37.1% |
| All | +217.2% | +298.6% | -81.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling