+627.7%
GEV vs CVX
+53.2%
+574.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.4% |
| 7D | +3.2% | +1.0% | +2.2% | +3.0% |
| 30D | -4.0% | +10.7% | -14.7% | -5.6% |
| 3M | +3.4% | +15.5% | -12.1% | +1.3% |
| 6M | +14.7% | +14.9% | -0.2% | +11.2% |
| YTD | +45.8% | +44.2% | +1.6% | +27.8% |
| 1Y | +57.4% | +43.5% | +13.9% | +38.0% |
| All | +627.7% | +53.2% | +574.4% | +506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 all: compounded portfolio wealth divided by compounded CVX 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…
all analysis · Full analysis span regression · 6 months rolling