+220,352.2%
CSCO vs CVX
+4,591.3%
+215,760.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -0.7% | +3.3% | -4.0% | -1.9% |
| 30D | -10.1% | +12.9% | -23.0% | -14.3% |
| 3M | -15.7% | +11.7% | -27.4% | -19.6% |
| 6M | +36.3% | +14.1% | +22.1% | +28.3% |
| YTD | +43.8% | +40.7% | +3.1% | +24.7% |
| 1Y | +63.9% | +37.5% | +26.4% | +43.0% |
| 3Y | +104.4% | +43.9% | +60.4% | +72.5% |
| 5Y | +111.4% | +161.5% | -50.1% | +36.5% |
| 10Y | +361.7% | +215.1% | +146.6% | +158.7% |
| All | +220,352.2% | +4,591.3% | +215,760.9% | +48,320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling