+67.3%
CVX vs USB
+94.5%
-27.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.1% |
| 7D | -5.3% | +2.4% | -7.7% | -5.9% |
| 30D | +5.1% | +6.6% | -1.5% | +3.4% |
| 3M | +14.9% | -4.1% | +19.0% | +15.9% |
| 6M | +14.9% | +12.5% | +2.4% | +10.9% |
| YTD | +46.3% | +17.6% | +28.7% | +38.5% |
| 1Y | +47.0% | +36.5% | +10.5% | +32.2% |
| All | +67.3% | +94.5% | -27.2% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling