+172.2%
CVX vs VMC
+48.3%
+123.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +1.0% | -5.3% | +6.3% | +1.6% |
| 30D | +10.7% | -12.3% | +22.9% | +12.3% |
| 3M | +15.5% | -10.3% | +25.8% | +16.6% |
| 6M | +14.9% | -8.6% | +23.5% | +15.3% |
| YTD | +44.2% | -11.9% | +56.1% | +45.2% |
| 1Y | +43.5% | -13.9% | +57.4% | +44.9% |
| 3Y | +45.0% | +18.2% | +26.8% | +35.2% |
| 5Y | +172.2% | +47.7% | +124.4% | +131.0% |
| All | +172.2% | +48.3% | +123.9% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling