+679.9%
CVX vs QLD
+9,036.4%
-8,356.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.3% | +0.6% | +2.8% | +3.1% |
| 30D | +12.9% | -0.1% | +13.0% | +12.7% |
| 3M | +11.7% | -8.4% | +20.1% | +12.9% |
| 6M | +14.1% | +32.2% | -18.1% | +0.5% |
| YTD | +40.7% | +28.9% | +11.8% | +24.5% |
| 1Y | +37.5% | +43.8% | -6.3% | +16.1% |
| 3Y | +43.9% | +176.6% | -132.7% | -9.7% |
| 5Y | +161.5% | +121.6% | +39.9% | +60.7% |
| 10Y | +215.1% | +1,652.9% | -1,437.8% | -30.8% |
| All | +679.9% | +9,036.4% | -8,356.5% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling