+46.0%
ASML vs CVX
+41.3%
+4.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.3% |
| 7D | -2.9% | -6.2% | +3.4% | -5.6% |
| 30D | -15.2% | -0.4% | -14.8% | -14.9% |
| 3M | -12.9% | +9.3% | -22.2% | -8.2% |
| 6M | -5.0% | +18.4% | -23.4% | +5.7% |
| YTD | +41.8% | +42.5% | -0.7% | +45.2% |
| 1Y | +46.0% | +41.0% | +5.0% | +50.7% |
| All | +46.0% | +41.3% | +4.8% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling