+504.1%
CVX vs VIVK
-100.0%
+604.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.6% |
| 7D | -0.6% | +13.1% | -13.6% | -0.6% |
| 30D | +13.4% | -29.7% | +43.1% | +13.5% |
| 3M | +11.8% | -93.0% | +104.8% | +12.2% |
| 6M | +12.4% | -98.0% | +110.4% | +12.9% |
| YTD | +41.5% | -97.8% | +139.3% | +41.9% |
| 1Y | +41.6% | -100.0% | +141.6% | +42.6% |
| 3Y | +42.2% | -100.0% | +142.2% | +43.1% |
| 5Y | +166.0% | -100.0% | +266.0% | +167.7% |
| 10Y | +207.2% | -100.0% | +307.2% | +207.1% |
| All | +504.1% | -100.0% | +604.1% | +493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling