+308.5%
CSCO vs CVX
+215.8%
+92.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.9% | -6.8% |
| 7D | +1.9% | +3.4% | -1.5% | +0.7% |
| 30D | -15.8% | -1.0% | -14.9% | -15.7% |
| 3M | -15.4% | +12.2% | -27.6% | -18.8% |
| 6M | -5.4% | +20.3% | -25.7% | -11.7% |
| YTD | +26.5% | +48.3% | -21.8% | +9.2% |
| 1Y | +25.9% | +46.9% | -21.0% | +9.0% |
| 3Y | +97.5% | +73.1% | +24.4% | +59.5% |
| 5Y | +93.0% | +135.2% | -42.2% | +34.1% |
| All | +308.5% | +215.8% | +92.7% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling