+1,124.7%
CVX vs NDAQ
+2,632.1%
-1,507.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.1% |
| 30D | -0.6% | +16.2% | -16.9% | -4.7% |
| 3M | +11.0% | +14.0% | -3.0% | +6.9% |
| 6M | +18.4% | +22.3% | -3.8% | +11.5% |
| YTD | +45.9% | +13.0% | +32.9% | +39.3% |
| 1Y | +46.7% | +24.0% | +22.7% | +36.5% |
| 3Y | +71.6% | +117.1% | -45.5% | +36.0% |
| 5Y | +131.4% | +67.5% | +63.9% | +94.3% |
| 10Y | +209.3% | +474.3% | -264.9% | +89.2% |
| All | +1,124.7% | +2,632.1% | -1,507.4% | +529.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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