+126.1%
CVX vs QLD
+81.6%
+44.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -6.2% | -3.8% | -2.4% | -6.0% |
| 30D | -0.4% | -20.5% | +20.2% | +1.6% |
| 3M | +9.3% | -14.6% | +23.9% | +10.5% |
| 6M | +18.4% | -14.7% | +33.0% | +19.0% |
| YTD | +42.5% | +11.2% | +31.3% | +37.9% |
| 1Y | +41.0% | +7.1% | +34.0% | +37.1% |
| 3Y | +67.5% | +141.1% | -73.6% | +41.4% |
| 5Y | +126.1% | +84.3% | +41.8% | +84.6% |
| All | +126.1% | +81.6% | +44.6% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling