-7.0%
TLT vs CVX
+48.4%
-55.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.2% |
| 7D | -3.1% | +3.4% | -6.5% | -2.7% |
| 30D | +1.0% | -1.0% | +2.0% | +1.0% |
| 3M | -2.7% | +12.2% | -14.9% | -1.2% |
| 6M | -4.1% | +20.3% | -24.5% | -1.8% |
| YTD | -5.4% | +48.3% | -53.7% | -2.8% |
| 1Y | -7.0% | +46.9% | -53.9% | -4.5% |
| All | -7.0% | +48.4% | -55.4% | -4.5% |
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