+209.5%
CVX vs VMC
+126.5%
+83.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | -0.6% | +15.3% | -15.9% | -5.6% |
| 3M | +11.0% | +0.3% | +10.7% | +10.3% |
| 6M | +18.4% | +0.9% | +17.6% | +16.2% |
| YTD | +45.9% | -1.0% | +46.9% | +42.6% |
| 1Y | +46.7% | -4.3% | +51.0% | +45.0% |
| 3Y | +71.6% | +35.3% | +36.3% | +43.7% |
| 5Y | +131.4% | +44.4% | +87.0% | +82.6% |
| All | +209.5% | +126.5% | +83.0% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling