+77,094.7%
ASML vs CVX
+2,775.0%
+74,319.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.5% | -8.4% |
| 7D | -19.0% | -8.0% | -11.0% | -15.7% |
| 30D | -25.9% | +2.6% | -28.5% | -27.0% |
| 3M | -19.1% | +15.2% | -34.3% | -24.9% |
| 6M | -5.7% | +12.5% | -18.3% | -12.7% |
| YTD | +27.6% | +43.6% | -16.0% | +3.3% |
| 1Y | +30.8% | +45.0% | -14.2% | +5.1% |
| 3Y | +116.2% | +63.5% | +52.7% | +60.5% |
| 5Y | +67.7% | +126.8% | -59.1% | +1.6% |
| 10Y | +1,355.3% | +209.8% | +1,145.5% | +591.6% |
| All | +77,094.7% | +2,775.0% | +74,319.7% | +16,027.3% |
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 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