+97,349.8%
ASML vs CVX
+2,716.5%
+94,633.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.8% |
| 7D | +1.1% | +3.3% | -2.2% | -0.6% |
| 30D | +2.2% | +12.9% | -10.7% | -3.9% |
| 3M | -2.3% | +11.7% | -14.0% | -8.3% |
| 6M | +23.0% | +14.1% | +8.8% | +12.4% |
| YTD | +61.1% | +40.7% | +20.4% | +32.2% |
| 1Y | +129.1% | +37.5% | +91.6% | +89.4% |
| 3Y | +165.4% | +43.9% | +121.4% | +109.6% |
| 5Y | +109.5% | +161.5% | -52.0% | +17.8% |
| 10Y | +1,645.7% | +215.1% | +1,430.6% | +723.2% |
| All | +97,349.8% | +2,716.5% | +94,633.2% | +20,542.7% |
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