+1,872.1%
T vs CVX
+4,807.9%
-2,935.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.5% |
| 7D | -1.3% | +3.3% | -4.6% | -2.4% |
| 30D | +11.4% | +12.9% | -1.5% | +6.9% |
| 3M | +14.3% | +11.7% | +2.6% | +10.0% |
| 6M | -9.3% | +14.1% | -23.4% | -13.6% |
| YTD | +7.1% | +40.7% | -33.6% | -5.0% |
| 1Y | -9.1% | +37.5% | -46.6% | -18.9% |
| 3Y | +105.3% | +43.9% | +61.4% | +77.2% |
| 5Y | +66.8% | +161.5% | -94.7% | +13.5% |
| 10Y | +66.8% | +215.1% | -148.3% | -0.2% |
| All | +1,872.1% | +4,807.9% | -2,935.7% | +369.2% |
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 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