+219.2%
CVX vs VRSK
+126.1%
+93.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.6% | -5.2% | +7.8% | +4.3% |
| 30D | +9.8% | -2.3% | +12.1% | +10.4% |
| 3M | +16.2% | -2.9% | +19.1% | +16.3% |
| 6M | +13.6% | -12.8% | +26.4% | +17.5% |
| YTD | +44.4% | -20.8% | +65.2% | +53.6% |
| 1Y | +40.6% | -33.2% | +73.8% | +58.9% |
| 3Y | +48.2% | -26.6% | +74.8% | +57.2% |
| 5Y | +172.3% | -11.3% | +183.6% | +157.0% |
| All | +219.2% | +126.1% | +93.1% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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