+198.6%
CVX vs USB
+94.3%
+104.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -2.1% |
| 7D | -7.5% | +0.8% | -8.2% | -7.9% |
| 30D | -0.6% | +6.8% | -7.3% | -3.9% |
| 3M | +14.0% | -3.8% | +17.8% | +15.6% |
| 6M | +18.1% | +11.7% | +6.4% | +10.6% |
| YTD | +42.2% | +17.5% | +24.7% | +28.6% |
| 1Y | +41.3% | +33.8% | +7.6% | +19.4% |
| 3Y | +68.3% | +104.2% | -35.9% | +9.2% |
| 5Y | +122.0% | +26.4% | +95.6% | +81.0% |
| 10Y | +198.6% | +89.2% | +109.4% | +82.8% |
| All | +198.6% | +94.3% | +104.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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