+206.7%
CVX vs QS
-47.4%
+254.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +0.7% | -5.0% | +5.6% | +0.8% |
| 30D | +9.1% | -18.3% | +27.4% | +9.5% |
| 3M | +13.1% | -26.0% | +39.1% | +13.5% |
| 6M | +16.3% | -24.0% | +40.3% | +16.5% |
| YTD | +43.5% | -50.3% | +93.8% | +45.1% |
| 1Y | +40.2% | -38.0% | +78.1% | +40.5% |
| 3Y | +44.2% | -24.6% | +68.8% | +41.3% |
| 5Y | +170.6% | -75.4% | +246.0% | +166.3% |
| All | +206.7% | -47.4% | +254.1% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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