+92.7%
ASML vs CVX
+129.4%
-36.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +2.5% | -1.7% | +4.2% | +3.0% |
| 30D | -12.2% | -0.8% | -11.4% | -12.1% |
| 3M | -14.6% | +9.4% | -24.0% | -16.5% |
| 6M | -1.7% | +17.5% | -19.3% | -6.1% |
| YTD | +44.3% | +43.8% | +0.5% | +26.7% |
| 1Y | +51.0% | +41.9% | +9.1% | +33.0% |
| 3Y | +137.6% | +69.1% | +68.4% | +93.5% |
| 5Y | +92.7% | +128.3% | -35.6% | +57.6% |
| All | +92.7% | +129.4% | -36.7% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling