+108.5%
CSCO vs CVX
+42.1%
+66.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -10.1% | +13.4% | -23.5% | -12.7% |
| 3M | -11.7% | +11.8% | -23.6% | -14.0% |
| 6M | +40.1% | +12.4% | +27.7% | +35.7% |
| YTD | +43.8% | +41.5% | +2.3% | +30.3% |
| 1Y | +66.6% | +41.6% | +25.0% | +50.7% |
| 3Y | +108.5% | +42.2% | +66.3% | +83.0% |
| All | +108.5% | +42.1% | +66.4% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling