+133.5%
ASML vs CVX
+67.1%
+66.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | -6.2% | +3.4% | -2.4% |
| 30D | -15.2% | -0.4% | -14.8% | -15.2% |
| 3M | -12.9% | +9.3% | -22.2% | -13.6% |
| 6M | -5.0% | +18.4% | -23.4% | -6.8% |
| YTD | +41.8% | +42.5% | -0.7% | +27.6% |
| 1Y | +46.0% | +41.0% | +5.0% | +31.8% |
| 3Y | +133.5% | +67.5% | +66.0% | +97.0% |
| All | +133.5% | +67.1% | +66.4% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling