+1,591.4%
AMAT vs CVX
+209.5%
+1,381.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.9% |
| 7D | -1.5% | +3.3% | -4.8% | -3.1% |
| 30D | -14.8% | +12.9% | -27.7% | -19.8% |
| 3M | -9.3% | +11.7% | -21.0% | -15.0% |
| 6M | +27.4% | +14.1% | +13.2% | +16.3% |
| YTD | +77.6% | +40.7% | +36.9% | +44.4% |
| 1Y | +188.9% | +37.5% | +151.4% | +136.7% |
| 3Y | +202.3% | +43.9% | +158.4% | +136.7% |
| 5Y | +248.9% | +161.5% | +87.4% | +86.6% |
| All | +1,591.4% | +209.5% | +1,381.9% | +740.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling