+128.9%
ASML vs CVX
+62.1%
+66.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -9.0% | -9.7% | +0.7% | -8.4% |
| 30D | -21.0% | +3.6% | -24.6% | -21.2% |
| 3M | -16.3% | +13.3% | -29.6% | -17.2% |
| 6M | -7.5% | +16.9% | -24.4% | -8.9% |
| YTD | +34.0% | +43.4% | -9.4% | +20.5% |
| 1Y | +39.3% | +44.5% | -5.2% | +24.7% |
| 3Y | +128.9% | +64.0% | +64.9% | +92.4% |
| All | +128.9% | +62.1% | +66.8% | +92.4% |
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