+126.7%
AMAT vs CVX
+125.7%
+1.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -9.7% | -5.0% | -12.6% |
| 30D | -36.1% | +3.6% | -39.7% | -36.7% |
| 3M | -36.9% | +13.3% | -50.2% | -39.0% |
| 6M | -22.2% | +16.9% | -39.1% | -25.9% |
| YTD | +29.9% | +43.4% | -13.5% | +12.5% |
| 1Y | +43.3% | +44.5% | -1.2% | +23.4% |
| 3Y | +142.7% | +64.0% | +78.7% | +96.5% |
| All | +126.7% | +125.7% | +1.0% | +59.7% |
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