+49.6%
CVX vs NVD
-99.2%
+148.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.6% |
| 7D | -0.6% | -7.7% | +7.1% | -0.7% |
| 30D | +13.4% | -5.8% | +19.2% | +13.4% |
| 3M | +11.8% | -23.2% | +35.0% | +11.6% |
| 6M | +12.4% | -49.7% | +62.2% | +11.3% |
| YTD | +41.5% | -47.7% | +89.2% | +40.4% |
| 1Y | +41.6% | -61.3% | +102.9% | +39.5% |
| 3Y | +42.2% | -99.2% | +141.4% | +44.5% |
| All | +49.6% | -99.2% | +148.7% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling