+4,711.1%
CVX vs TRV
+6,550.0%
-1,838.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | +13.4% | -4.9% | +18.3% | +15.4% |
| 3M | +11.8% | +23.7% | -11.9% | +2.7% |
| 6M | +12.4% | +20.3% | -7.9% | +4.1% |
| YTD | +41.5% | +27.1% | +14.4% | +28.1% |
| 1Y | +41.6% | +35.3% | +6.3% | +24.9% |
| 3Y | +42.2% | +139.8% | -97.6% | -0.8% |
| 5Y | +166.0% | +153.9% | +12.1% | +80.2% |
| 10Y | +207.2% | +285.9% | -78.6% | +79.0% |
| All | +4,711.1% | +6,550.0% | -1,838.9% | +1,326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling