+1,553.7%
ASML vs CVX
+199.6%
+1,354.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | -6.2% | +3.4% | -0.4% |
| 30D | -15.2% | -0.4% | -14.8% | -15.2% |
| 3M | -12.9% | +9.3% | -22.2% | -16.3% |
| 6M | -5.0% | +18.4% | -23.4% | -12.4% |
| YTD | +41.8% | +42.5% | -0.7% | +18.8% |
| 1Y | +46.0% | +41.0% | +5.0% | +22.7% |
| 3Y | +133.5% | +67.5% | +66.0% | +78.4% |
| 5Y | +93.0% | +126.1% | -33.1% | +24.2% |
| All | +1,553.7% | +199.6% | +1,354.0% | +843.5% |
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