+62.5%
T vs CVX
+215.8%
-153.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | +2.5% | +3.4% | -0.9% | +1.5% |
| 30D | -3.8% | -1.0% | -2.8% | -3.7% |
| 3M | -8.7% | +12.2% | -20.9% | -12.1% |
| 6M | -8.1% | +20.3% | -28.5% | -13.4% |
| YTD | -6.4% | +48.3% | -54.8% | -17.3% |
| 1Y | -9.8% | +46.9% | -56.7% | -20.0% |
| 3Y | +65.5% | +73.1% | -7.6% | +37.4% |
| 5Y | +57.0% | +135.2% | -78.3% | +13.9% |
| All | +62.5% | +215.8% | -153.3% | +5.2% |
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