+1,395.4%
ASML vs CVX
+205.8%
+1,189.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -9.7% | +0.7% | -5.3% |
| 30D | -21.0% | +3.6% | -24.6% | -22.2% |
| 3M | -16.3% | +13.3% | -29.6% | -20.7% |
| 6M | -7.5% | +16.9% | -24.4% | -14.2% |
| YTD | +34.0% | +43.4% | -9.4% | +12.0% |
| 1Y | +39.3% | +44.5% | -5.2% | +15.8% |
| 3Y | +128.9% | +64.0% | +64.9% | +76.7% |
| 5Y | +76.1% | +126.4% | -50.3% | +13.4% |
| All | +1,395.4% | +205.8% | +1,189.6% | +739.7% |
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 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