+2,413.6%
IBM vs CVX
+4,807.9%
-2,394.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | +0.3% | +12.9% | -12.6% | -3.7% |
| 3M | -21.6% | +11.7% | -33.3% | -24.6% |
| 6M | -4.7% | +14.1% | -18.8% | -9.3% |
| YTD | -19.1% | +40.7% | -59.8% | -28.4% |
| 1Y | -2.5% | +37.5% | -40.0% | -13.2% |
| 3Y | +74.2% | +43.9% | +30.2% | +50.5% |
| 5Y | +113.1% | +161.5% | -48.3% | +46.9% |
| 10Y | +133.5% | +215.1% | -81.6% | +44.7% |
| All | +2,413.6% | +4,807.9% | -2,394.3% | +728.8% |
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