-1.1%
TLT vs CVX
+42.1%
-43.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -0.3% | +13.4% | -13.7% | +0.3% |
| 3M | -1.7% | +11.8% | -13.6% | -1.1% |
| 6M | -4.9% | +12.4% | -17.3% | -4.3% |
| YTD | -2.8% | +41.5% | -44.3% | -1.9% |
| 1Y | -4.2% | +41.6% | -45.8% | -3.3% |
| 3Y | -1.1% | +42.2% | -43.3% | -3.1% |
| All | -1.1% | +42.1% | -43.2% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling