+66.9%
T vs CVX
+220.5%
-153.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | +4.3% | +9.1% | -4.8% | +1.6% |
| 3M | +11.6% | +13.1% | -1.5% | +7.4% |
| 6M | -5.6% | +16.3% | -21.8% | -10.0% |
| YTD | +6.6% | +43.5% | -36.9% | -4.6% |
| 1Y | -8.4% | +40.2% | -48.5% | -17.5% |
| 3Y | +107.8% | +44.2% | +63.6% | +82.9% |
| 5Y | +68.3% | +170.6% | -102.3% | +16.4% |
| All | +66.9% | +220.5% | -153.6% | +6.4% |
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