+18.4%
CVX vs VFC
+14.6%
+3.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +0.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.4% |
| 30D | -0.6% | +24.6% | -25.3% | +3.0% |
| 3M | +11.0% | +38.4% | -27.4% | +17.3% |
| 6M | +18.4% | +15.3% | +3.2% | +23.4% |
| All | +18.4% | +14.6% | +3.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 6mo: compounded portfolio wealth divided by compounded VFC 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…
6mo analysis · Full analysis span regression · 6 months rolling