-2.5%
IBM vs CVX
+37.2%
-39.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -0.3% | +3.3% | -3.6% | -0.3% |
| 30D | +0.3% | +12.9% | -12.6% | +0.2% |
| 3M | -21.6% | +11.7% | -33.3% | -21.9% |
| 6M | -4.7% | +14.1% | -18.8% | -5.1% |
| YTD | -19.1% | +40.7% | -59.8% | -20.9% |
| 1Y | -2.5% | +37.5% | -40.0% | -4.2% |
| All | -2.5% | +37.2% | -39.7% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling