+47.0%
CVX vs NVDL
-23.5%
+70.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.1% | +2.4% | -4.1% |
| 7D | -5.3% | -14.0% | +8.7% | -6.4% |
| 30D | +5.1% | -31.2% | +36.3% | +2.3% |
| 3M | +14.9% | -15.5% | +30.4% | +13.9% |
| 6M | +14.9% | -10.3% | +25.1% | +15.1% |
| YTD | +46.3% | -5.8% | +52.1% | +48.0% |
| 1Y | +47.0% | -20.1% | +67.1% | +49.1% |
| All | +47.0% | -23.5% | +70.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling