+199.0%
AMD vs CVX
+125.7%
+73.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.1% |
| 7D | -11.0% | -9.7% | -1.3% | -9.0% |
| 30D | -30.5% | +3.6% | -34.1% | -31.1% |
| 3M | -8.2% | +13.3% | -21.6% | -11.3% |
| 6M | +6.6% | +16.9% | -10.3% | +1.6% |
| YTD | +109.7% | +43.4% | +66.3% | +81.0% |
| 1Y | +88.9% | +44.5% | +44.4% | +62.3% |
| 3Y | +301.8% | +64.0% | +237.9% | +227.1% |
| All | +199.0% | +125.7% | +73.3% | +120.1% |
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