+126.1%
CVX vs USB
+25.6%
+100.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.2% | +1.4% | -7.7% | -6.6% |
| 30D | -0.4% | +6.4% | -6.8% | -2.1% |
| 3M | +9.3% | -4.5% | +13.8% | +10.4% |
| 6M | +18.4% | +11.4% | +7.0% | +14.3% |
| YTD | +42.5% | +17.1% | +25.4% | +34.8% |
| 1Y | +41.0% | +32.6% | +8.5% | +28.4% |
| 3Y | +67.5% | +101.8% | -34.3% | +32.3% |
| 5Y | +126.1% | +25.1% | +101.0% | +97.7% |
| All | +126.1% | +25.6% | +100.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling