+170.6%
CVX vs VIVK
-100.0%
+270.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.5% |
| 7D | +0.7% | -9.5% | +10.1% | +0.8% |
| 30D | +9.1% | -35.1% | +44.2% | +9.7% |
| 3M | +13.1% | -93.4% | +106.4% | +16.2% |
| 6M | +16.3% | -98.0% | +114.2% | +20.2% |
| YTD | +43.5% | -97.9% | +141.3% | +46.8% |
| 1Y | +40.2% | -100.0% | +140.1% | +50.6% |
| 3Y | +44.2% | -100.0% | +144.2% | +53.1% |
| 5Y | +170.6% | -100.0% | +270.6% | +195.1% |
| All | +170.6% | -100.0% | +270.6% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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