+202.5%
CVX vs QS
-43.2%
+245.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -0.6% | +2.2% | -2.8% | -0.6% |
| 30D | +13.4% | -8.1% | +21.5% | +13.6% |
| 3M | +11.8% | -27.0% | +38.9% | +12.4% |
| 6M | +12.4% | -16.4% | +28.9% | +12.4% |
| YTD | +41.5% | -46.4% | +87.9% | +42.9% |
| 1Y | +41.6% | -41.1% | +82.7% | +42.2% |
| 3Y | +42.2% | -18.6% | +60.9% | +39.2% |
| 5Y | +166.0% | -73.0% | +239.0% | +161.4% |
| All | +202.5% | -43.2% | +245.7% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling