+210.5%
CVX vs USB
+107.5%
+103.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.3% | +1.4% | +1.9% | +2.6% |
| 30D | +12.9% | -1.3% | +14.2% | +13.5% |
| 3M | +11.7% | +15.2% | -3.5% | +3.7% |
| 6M | +14.1% | +18.8% | -4.7% | +3.5% |
| YTD | +40.7% | +21.0% | +19.7% | +25.8% |
| 1Y | +37.5% | +34.0% | +3.5% | +16.2% |
| 3Y | +43.9% | +95.3% | -51.4% | -4.5% |
| 5Y | +161.5% | +40.4% | +121.1% | +99.8% |
| All | +210.5% | +107.5% | +103.0% | +72.1% |
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