+1,557.1%
ASML vs CVX
+215.8%
+1,341.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.8% |
| 7D | +4.9% | +3.4% | +1.5% | +3.5% |
| 30D | -9.3% | -1.0% | -8.3% | -9.0% |
| 3M | -19.0% | +12.2% | -31.2% | -22.9% |
| 6M | -5.2% | +20.3% | -25.6% | -13.1% |
| YTD | +40.6% | +48.3% | -7.7% | +16.0% |
| 1Y | +47.5% | +46.9% | +0.6% | +22.0% |
| 3Y | +133.9% | +73.1% | +60.8% | +76.6% |
| 5Y | +83.8% | +135.2% | -51.4% | +16.5% |
| All | +1,557.1% | +215.8% | +1,341.3% | +839.2% |
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