+82.7%
ASML vs CVX
+133.8%
-51.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.5% |
| 7D | +4.9% | +3.4% | +1.5% | +4.2% |
| 30D | -9.3% | -1.0% | -8.3% | -9.1% |
| 3M | -19.0% | +12.2% | -31.2% | -21.3% |
| 6M | -5.2% | +20.3% | -25.6% | -9.8% |
| YTD | +40.6% | +48.3% | -7.7% | +22.6% |
| 1Y | +47.5% | +46.9% | +0.6% | +28.9% |
| 3Y | +133.9% | +73.1% | +60.8% | +89.6% |
| All | +82.7% | +133.8% | -51.1% | +49.3% |
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