+147.1%
AMAT vs CVX
+133.8%
+13.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.1% |
| 7D | +11.4% | +3.4% | +7.9% | +10.5% |
| 30D | -17.0% | -1.0% | -16.1% | -16.9% |
| 3M | -30.6% | +12.2% | -42.8% | -32.7% |
| 6M | -14.9% | +20.3% | -35.3% | -19.5% |
| YTD | +44.7% | +48.3% | -3.6% | +24.3% |
| 1Y | +66.9% | +46.9% | +20.0% | +43.8% |
| 3Y | +153.3% | +73.1% | +80.2% | +102.0% |
| All | +147.1% | +133.8% | +13.4% | +75.6% |
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