+46.7%
CVX vs VMC
-4.3%
+51.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.1% |
| 7D | +1.6% | -1.7% | +3.3% | +1.3% |
| 30D | -0.6% | +15.3% | -15.9% | +2.4% |
| 3M | +11.0% | +0.3% | +10.7% | +11.2% |
| 6M | +18.4% | +0.9% | +17.6% | +19.8% |
| YTD | +45.9% | -1.0% | +46.9% | +48.0% |
| 1Y | +46.7% | -4.3% | +51.0% | +48.3% |
| All | +46.7% | -4.3% | +51.0% | +48.3% |
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 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