+45.9%
CSCO vs CVX
+47.0%
-1.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.6% |
| 7D | -6.1% | -5.3% | -0.7% | -6.0% |
| 30D | -8.2% | +5.1% | -13.2% | -8.2% |
| 3M | -14.6% | +14.9% | -29.5% | -14.6% |
| 6M | +12.7% | +14.9% | -2.2% | +13.4% |
| YTD | +37.0% | +46.3% | -9.3% | +37.6% |
| 1Y | +45.9% | +47.0% | -1.1% | +47.2% |
| All | +45.9% | +47.0% | -1.1% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling