+43.7%
CVX vs NVDL
+2,608.0%
-2,564.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +10.7% | +3.4% | +7.2% | +10.6% |
| 3M | +15.5% | +8.1% | +7.4% | +15.3% |
| 6M | +14.9% | +31.9% | -17.0% | +14.1% |
| YTD | +44.2% | +21.1% | +23.1% | +43.3% |
| 1Y | +43.5% | +34.0% | +9.5% | +41.9% |
| 3Y | +45.0% | +677.9% | -633.0% | +41.6% |
| All | +43.7% | +2,608.0% | -2,564.4% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling