+229.6%
CVX vs QSR
+211.0%
+18.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +1.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +13.4% | +5.9% | +7.5% | +10.7% |
| 3M | +11.8% | +10.5% | +1.4% | +6.9% |
| 6M | +12.4% | +7.7% | +4.7% | +8.1% |
| YTD | +41.5% | +16.8% | +24.7% | +31.2% |
| 1Y | +41.6% | +30.9% | +10.7% | +24.6% |
| 3Y | +42.2% | +28.2% | +14.1% | +23.0% |
| 5Y | +166.0% | +45.0% | +121.0% | +112.5% |
| 10Y | +207.2% | +127.3% | +79.9% | +87.9% |
| All | +229.6% | +211.0% | +18.7% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling