-6.4%
T vs CVX
+47.0%
-53.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.7% | +2.9% |
| 7D | +5.5% | -5.3% | +10.8% | +6.8% |
| 30D | -8.9% | +5.1% | -14.0% | -10.7% |
| 3M | -5.6% | +14.9% | -20.5% | -10.0% |
| 6M | -14.3% | +14.9% | -29.1% | -19.1% |
| YTD | -7.9% | +46.3% | -54.3% | -16.9% |
| 1Y | -6.4% | +47.0% | -53.4% | -15.9% |
| All | -6.4% | +47.0% | -53.4% | -15.9% |
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