+1,644.6%
ASML vs CVX
+214.2%
+1,430.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.7% |
| 7D | +1.1% | +3.3% | -2.2% | -0.3% |
| 30D | +2.2% | +12.9% | -10.7% | -2.8% |
| 3M | -2.3% | +11.7% | -14.0% | -7.2% |
| 6M | +23.0% | +14.1% | +8.8% | +14.2% |
| YTD | +61.1% | +40.7% | +20.4% | +36.0% |
| 1Y | +129.1% | +37.5% | +91.6% | +94.7% |
| 3Y | +165.4% | +43.9% | +121.4% | +116.7% |
| 5Y | +109.5% | +161.5% | -52.0% | +25.6% |
| All | +1,644.6% | +214.2% | +1,430.3% | +839.1% |
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 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