+167.0%
CVX vs QSR
+40.5%
+126.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +2.6% | -4.0% | +6.6% | +3.3% |
| 30D | +9.8% | +2.8% | +7.1% | +9.3% |
| 3M | +16.2% | +5.1% | +11.1% | +15.0% |
| 6M | +13.6% | +8.8% | +4.8% | +11.5% |
| YTD | +44.4% | +14.8% | +29.5% | +40.1% |
| 1Y | +40.6% | +25.7% | +14.9% | +33.5% |
| 3Y | +48.2% | +27.5% | +20.7% | +38.3% |
| All | +167.0% | +40.5% | +126.5% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling