+696.1%
CVX vs QLD
+7,183.5%
-6,487.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.7% | +10.9% | +2.3% |
| 7D | -8.0% | -18.6% | +10.6% | -2.1% |
| 30D | +2.6% | -28.3% | +30.9% | +13.3% |
| 3M | +15.2% | -20.4% | +35.6% | +22.5% |
| 6M | +12.5% | -14.3% | +26.8% | +14.3% |
| YTD | +43.6% | +2.8% | +40.8% | +35.3% |
| 1Y | +45.0% | -1.2% | +46.2% | +37.8% |
| 3Y | +63.5% | +135.3% | -71.8% | +7.3% |
| 5Y | +126.8% | +62.6% | +64.2% | +54.0% |
| 10Y | +209.8% | +1,384.3% | -1,174.4% | -29.3% |
| All | +696.1% | +7,183.5% | -6,487.4% | -28.7% |
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