+52.6%
CVX vs NVD
-99.1%
+151.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | +10.8% | -8.2% | +2.7% |
| 30D | +9.8% | +0.8% | +9.1% | +9.9% |
| 3M | +16.2% | -20.8% | +37.0% | +16.0% |
| 6M | +13.6% | -41.2% | +54.8% | +12.8% |
| YTD | +44.4% | -44.2% | +88.6% | +43.3% |
| 1Y | +40.6% | -54.2% | +94.8% | +39.1% |
| 3Y | +48.2% | -99.1% | +147.3% | +50.6% |
| All | +52.6% | -99.1% | +151.7% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling