+32,355.3%
AVGO vs CVX
+496.8%
+31,858.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | -13.8% | +13.4% | -27.3% | -18.8% |
| 3M | -6.9% | +11.8% | -18.8% | -12.4% |
| 6M | +11.9% | +12.4% | -0.5% | +4.1% |
| YTD | +6.9% | +41.5% | -34.6% | -11.4% |
| 1Y | +7.4% | +41.6% | -34.2% | -11.2% |
| 3Y | +345.6% | +42.2% | +303.3% | +258.3% |
| 5Y | +718.9% | +166.0% | +552.9% | +353.8% |
| 10Y | +2,755.4% | +207.2% | +2,548.1% | +1,232.5% |
| All | +32,355.3% | +496.8% | +31,858.6% | +8,549.5% |
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 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