+219.2%
CVX vs NVMI
+3,158.6%
-2,939.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +9.8% | -8.4% | +18.2% | +11.1% |
| 3M | +16.2% | -33.6% | +49.8% | +22.3% |
| 6M | +13.6% | -14.7% | +28.3% | +13.1% |
| YTD | +44.4% | +13.2% | +31.2% | +35.6% |
| 1Y | +40.6% | +29.0% | +11.6% | +27.8% |
| 3Y | +48.2% | +215.0% | -166.8% | +3.2% |
| 5Y | +172.3% | +268.6% | -96.3% | +72.2% |
| All | +219.2% | +3,158.6% | -2,939.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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