+790.0%
NOW vs CVX
+209.5%
+580.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.1% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | +7.5% | +13.4% | -6.0% | +4.0% |
| 3M | +17.5% | +11.8% | +5.7% | +13.9% |
| 6M | +7.9% | +12.4% | -4.5% | +4.3% |
| YTD | -12.4% | +41.5% | -53.9% | -20.6% |
| 1Y | -28.6% | +41.6% | -70.2% | -35.4% |
| 3Y | +11.8% | +42.2% | -30.4% | -0.1% |
| 5Y | +2.6% | +166.0% | -163.3% | -23.5% |
| 10Y | +790.0% | +207.2% | +582.8% | +515.6% |
| All | +790.0% | +209.5% | +580.5% | +515.6% |
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