+134.5%
IBM vs CVX
+220.5%
-86.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -1.8% | +9.1% | -11.0% | -4.8% |
| 3M | -13.5% | +13.1% | -26.5% | -17.3% |
| 6M | -5.1% | +16.3% | -21.4% | -10.6% |
| YTD | -19.4% | +43.5% | -62.9% | -29.9% |
| 1Y | -6.5% | +40.2% | -46.7% | -18.1% |
| 3Y | +73.8% | +44.2% | +29.6% | +48.1% |
| 5Y | +116.3% | +170.6% | -54.3% | +37.0% |
| All | +134.5% | +220.5% | -86.0% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling