+2.8%
TLT vs CVX
+74.1%
-71.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.3% |
| 7D | -3.1% | +3.4% | -6.5% | -2.9% |
| 30D | +1.0% | -1.0% | +2.0% | +1.0% |
| 3M | -2.7% | +12.2% | -14.9% | -2.1% |
| 6M | -4.1% | +20.3% | -24.5% | -3.2% |
| YTD | -5.4% | +48.3% | -53.7% | -4.3% |
| 1Y | -7.0% | +46.9% | -53.9% | -5.9% |
| 3Y | +2.8% | +73.1% | -70.3% | +2.8% |
| All | +2.8% | +74.1% | -71.3% | +2.8% |
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