+203.4%
CVX vs QLD
+1,375.1%
-1,171.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.7% |
| 7D | -9.7% | -10.3% | +0.5% | -7.7% |
| 30D | +3.6% | -26.1% | +29.7% | +10.3% |
| 3M | +13.3% | -17.8% | +31.1% | +17.4% |
| 6M | +16.9% | -15.6% | +32.4% | +18.7% |
| YTD | +43.4% | +5.4% | +38.0% | +36.5% |
| 1Y | +44.5% | +5.2% | +39.3% | +37.2% |
| 3Y | +64.0% | +139.4% | -75.5% | +19.2% |
| 5Y | +126.4% | +66.7% | +59.7% | +71.7% |
| All | +203.4% | +1,375.1% | -1,171.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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