+80,969.6%
ASML vs CVX
+2,770.7%
+78,199.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | -9.7% | +0.7% | -4.4% |
| 30D | -21.0% | +3.6% | -24.6% | -22.5% |
| 3M | -16.3% | +13.3% | -29.6% | -21.7% |
| 6M | -7.5% | +16.9% | -24.4% | -15.8% |
| YTD | +34.0% | +43.4% | -9.4% | +8.6% |
| 1Y | +39.3% | +44.5% | -5.2% | +12.2% |
| 3Y | +128.9% | +64.0% | +64.9% | +69.7% |
| 5Y | +76.1% | +126.4% | -50.3% | +6.7% |
| 10Y | +1,428.4% | +209.4% | +1,219.0% | +626.8% |
| All | +80,969.6% | +2,770.7% | +78,199.0% | +16,848.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling