+813.6%
CVX vs VNQ
+382.8%
+430.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +0.7% | -2.6% | +3.3% | +1.9% |
| 30D | +9.1% | -2.3% | +11.5% | +10.3% |
| 3M | +13.1% | -2.8% | +15.9% | +14.4% |
| 6M | +16.3% | +2.5% | +13.8% | +14.3% |
| YTD | +43.5% | +8.4% | +35.0% | +37.2% |
| 1Y | +40.2% | +6.8% | +33.4% | +34.9% |
| 3Y | +44.2% | +29.9% | +14.3% | +25.0% |
| 5Y | +170.6% | +7.2% | +163.4% | +153.5% |
| 10Y | +220.3% | +62.5% | +157.8% | +149.3% |
| All | +813.6% | +382.8% | +430.9% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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