+37.5%
CVX vs VMC
-8.5%
+46.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.1% |
| 7D | +3.3% | -4.3% | +7.7% | +2.5% |
| 30D | +12.9% | -8.2% | +21.1% | +11.1% |
| 3M | +11.7% | -7.0% | +18.8% | +10.7% |
| 6M | +14.1% | -10.8% | +24.9% | +14.4% |
| YTD | +40.7% | -7.4% | +48.1% | +40.8% |
| 1Y | +37.5% | -9.5% | +47.0% | +38.0% |
| All | +37.5% | -8.5% | +46.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling