+114.8%
CSCO vs CVX
+172.5%
-57.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | -10.7% | +10.7% | -21.4% | -12.8% |
| 3M | -8.7% | +15.5% | -24.2% | -11.9% |
| 6M | +44.9% | +14.9% | +30.0% | +39.7% |
| YTD | +44.1% | +44.2% | -0.1% | +31.1% |
| 1Y | +65.9% | +43.5% | +22.4% | +50.8% |
| 3Y | +109.0% | +45.0% | +64.0% | +87.5% |
| 5Y | +114.8% | +172.2% | -57.4% | +55.5% |
| All | +114.8% | +172.5% | -57.7% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling