+2,562.9%
IBM vs CVX
+5,073.5%
-2,510.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +1.6% | +3.4% | -1.9% | +0.5% |
| 30D | +9.2% | -1.0% | +10.2% | +9.4% |
| 3M | +4.9% | +12.2% | -7.3% | +0.9% |
| 6M | +16.8% | +20.3% | -3.6% | +9.4% |
| YTD | -14.3% | +48.3% | -62.6% | -25.5% |
| 1Y | -16.7% | +46.9% | -63.6% | -27.4% |
| 3Y | +82.2% | +73.1% | +9.1% | +48.5% |
| 5Y | +149.9% | +135.2% | +14.7% | +78.6% |
| 10Y | +142.6% | +214.4% | -71.8% | +50.3% |
| All | +2,562.9% | +5,073.5% | -2,510.6% | +762.3% |
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