+217.0%
CVX vs QS
-62.6%
+279.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.7% |
| 7D | +3.4% | -14.0% | +17.4% | +3.7% |
| 30D | -1.0% | -6.4% | +5.4% | -0.9% |
| 3M | +12.2% | -40.3% | +52.5% | +13.1% |
| 6M | +20.3% | -57.5% | +77.9% | +21.9% |
| YTD | +48.3% | -64.7% | +113.0% | +50.7% |
| 1Y | +46.9% | -72.9% | +119.8% | +50.2% |
| 3Y | +73.1% | -33.5% | +106.6% | +69.8% |
| 5Y | +135.2% | -90.5% | +225.7% | +133.6% |
| All | +217.0% | -62.6% | +279.7% | +208.8% |
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