+219.2%
CVX vs VIAV
+419.4%
-200.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | 0.0% |
| 7D | +2.6% | +11.2% | -8.5% | +0.6% |
| 30D | +9.8% | -10.1% | +19.9% | +11.4% |
| 3M | +16.2% | -22.9% | +39.1% | +19.8% |
| 6M | +13.6% | +28.8% | -15.2% | +2.1% |
| YTD | +44.4% | +117.5% | -73.1% | +11.9% |
| 1Y | +40.6% | +216.1% | -175.5% | -2.8% |
| 3Y | +48.2% | +292.2% | -244.0% | -7.9% |
| 5Y | +172.3% | +141.0% | +31.3% | +93.6% |
| All | +219.2% | +419.4% | -200.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling