+696.9%
AVGO vs CVX
+169.1%
+527.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | -13.0% | +9.8% | -22.8% | -14.6% |
| 3M | -6.0% | +16.2% | -22.2% | -9.0% |
| 6M | +6.4% | +13.6% | -7.2% | +3.0% |
| YTD | +5.0% | +44.4% | -39.4% | -5.1% |
| 1Y | +1.4% | +40.6% | -39.2% | -7.8% |
| 3Y | +336.8% | +48.2% | +288.6% | +285.9% |
| All | +696.9% | +169.1% | +527.8% | +513.5% |
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