+1,582.8%
ASML vs CVX
+202.5%
+1,380.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +2.5% | -1.7% | +4.2% | +3.3% |
| 30D | -12.2% | -0.8% | -11.4% | -12.1% |
| 3M | -14.6% | +9.4% | -24.0% | -17.9% |
| 6M | -1.7% | +17.5% | -19.3% | -9.1% |
| YTD | +44.3% | +43.8% | +0.5% | +20.4% |
| 1Y | +51.0% | +41.9% | +9.1% | +26.6% |
| 3Y | +137.6% | +69.1% | +68.4% | +80.9% |
| 5Y | +92.7% | +128.3% | -35.6% | +23.6% |
| 10Y | +1,582.8% | +204.9% | +1,377.9% | +856.6% |
| All | +1,582.8% | +202.5% | +1,380.3% | +856.6% |
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 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