-5.9%
TLT vs CVX
+42.6%
-48.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.2% |
| 3M | -3.7% | +13.1% | -16.8% | -2.0% |
| 6M | -6.4% | +16.3% | -22.6% | -4.5% |
| YTD | -4.5% | +43.5% | -48.0% | -1.7% |
| 1Y | -5.9% | +40.2% | -46.0% | -2.9% |
| All | -5.9% | +42.6% | -48.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling