+1,622.6%
T vs CVX
+5,073.5%
-3,450.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | +2.5% | +3.4% | -0.9% | +1.4% |
| 30D | -3.8% | -1.0% | -2.8% | -3.7% |
| 3M | -8.7% | +12.2% | -20.9% | -12.5% |
| 6M | -8.1% | +20.3% | -28.5% | -14.1% |
| YTD | -6.4% | +48.3% | -54.8% | -18.8% |
| 1Y | -9.8% | +46.9% | -56.7% | -21.4% |
| 3Y | +65.5% | +73.1% | -7.6% | +34.0% |
| 5Y | +57.0% | +135.2% | -78.3% | +10.8% |
| 10Y | +60.8% | +214.4% | -153.6% | -3.8% |
| All | +1,622.6% | +5,073.5% | -3,450.9% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling