+97.5%
CSCO vs CVX
+74.1%
+23.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.6% | -7.9% | -6.6% |
| 7D | +1.9% | +3.4% | -1.5% | +1.1% |
| 30D | -15.8% | -1.0% | -14.9% | -15.7% |
| 3M | -15.4% | +12.2% | -27.6% | -17.7% |
| 6M | -5.4% | +20.3% | -25.7% | -9.7% |
| YTD | +26.5% | +48.3% | -21.8% | +12.4% |
| 1Y | +25.9% | +46.9% | -21.0% | +12.2% |
| 3Y | +97.5% | +73.1% | +24.4% | +62.1% |
| All | +97.5% | +74.1% | +23.4% | +62.1% |
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 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