+125.1%
TLT vs CVX
+1,410.7%
-1,285.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 6M | -4.1% | +20.3% | -24.5% | -1.5% |
| YTD | -5.4% | +48.3% | -53.7% | +0.2% |
| 1Y | -7.0% | +46.9% | -53.9% | -1.6% |
| 3Y | +2.8% | +73.1% | -70.3% | +11.9% |
| 5Y | -35.4% | +135.2% | -170.6% | -25.4% |
| 10Y | -13.1% | +214.4% | -227.5% | +9.0% |
| All | +125.1% | +1,410.7% | -1,285.6% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling