-34.9%
TLT vs CVX
+172.5%
-207.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.4% |
| 7D | -0.3% | +1.0% | -1.2% | -0.2% |
| 30D | 0.0% | +10.7% | -10.7% | +0.7% |
| 3M | -2.9% | +15.5% | -18.4% | -1.9% |
| 6M | -6.3% | +14.9% | -21.2% | -5.3% |
| YTD | -3.3% | +44.2% | -47.6% | -1.1% |
| 1Y | -4.2% | +43.5% | -47.7% | -2.0% |
| 3Y | -1.7% | +45.0% | -46.6% | +0.6% |
| 5Y | -34.9% | +172.2% | -207.0% | -24.1% |
| All | -34.9% | +172.5% | -207.3% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling