+46.1%
ASML vs CVX
+47.0%
-0.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -5.3% |
| 7D | -10.0% | -5.3% | -4.7% | -12.2% |
| 30D | -19.4% | +5.1% | -24.5% | -17.1% |
| 3M | -12.5% | +14.9% | -27.4% | -5.5% |
| 6M | +8.2% | +14.9% | -6.6% | +19.2% |
| YTD | +40.7% | +46.3% | -5.6% | +46.8% |
| 1Y | +46.1% | +47.0% | -0.9% | +54.1% |
| All | +46.1% | +47.0% | -0.8% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling