+379.9%
CSCO vs CVX
+222.5%
+157.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +2.7% | +2.6% | +0.1% | +1.8% |
| 30D | -9.5% | +9.8% | -19.3% | -12.3% |
| 3M | -7.6% | +16.2% | -23.8% | -12.5% |
| 6M | +44.9% | +13.6% | +31.3% | +37.8% |
| YTD | +47.7% | +44.4% | +3.3% | +29.0% |
| 1Y | +69.1% | +40.6% | +28.5% | +48.7% |
| 3Y | +113.5% | +48.2% | +65.3% | +82.0% |
| 5Y | +122.8% | +172.3% | -49.5% | +46.0% |
| All | +379.9% | +222.5% | +157.4% | +189.1% |
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