+108.6%
ASML vs CVX
+162.7%
-54.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +1.1% | +3.3% | -2.2% | +0.3% |
| 30D | +2.2% | +12.9% | -10.7% | -0.7% |
| 3M | -2.3% | +11.7% | -14.0% | -5.0% |
| 6M | +23.0% | +14.1% | +8.8% | +17.5% |
| YTD | +61.1% | +40.7% | +20.4% | +42.7% |
| 1Y | +129.1% | +37.5% | +91.6% | +103.9% |
| 3Y | +165.4% | +43.9% | +121.4% | +128.4% |
| All | +108.6% | +162.7% | -54.2% | +67.2% |
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 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