+64.2%
T vs CVX
+172.5%
-108.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -3.1% | +1.0% | -4.0% | -3.3% |
| 30D | +4.6% | +10.7% | -6.1% | +2.4% |
| 3M | +12.2% | +15.5% | -3.3% | +8.8% |
| 6M | -6.5% | +14.9% | -21.3% | -9.3% |
| YTD | +4.9% | +44.2% | -39.3% | -2.5% |
| 1Y | -10.5% | +43.5% | -54.0% | -16.8% |
| 3Y | +104.6% | +45.0% | +59.6% | +88.6% |
| 5Y | +64.2% | +172.2% | -107.9% | +19.4% |
| All | +64.2% | +172.5% | -108.3% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling