-20.8%
TLT vs CVX
+220.5%
-241.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.5% |
| 30D | -1.3% | +9.1% | -10.5% | -0.5% |
| 3M | -3.7% | +13.1% | -16.8% | -2.5% |
| 6M | -6.4% | +16.3% | -22.6% | -4.8% |
| YTD | -4.5% | +43.5% | -48.0% | -0.9% |
| 1Y | -5.9% | +40.2% | -46.0% | -2.5% |
| 3Y | -2.8% | +44.2% | -47.1% | +1.3% |
| 5Y | -35.1% | +170.6% | -205.7% | -26.5% |
| All | -20.8% | +220.5% | -241.3% | -9.3% |
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