+221.9%
CVX vs VO
+193.0%
+28.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.6% |
| 7D | +1.0% | -0.6% | +1.5% | +1.5% |
| 30D | +10.7% | -1.9% | +12.6% | +12.4% |
| 3M | +15.5% | +3.3% | +12.2% | +11.6% |
| 6M | +14.9% | +9.7% | +5.2% | +4.4% |
| YTD | +44.2% | +12.6% | +31.6% | +27.5% |
| 1Y | +43.5% | +13.6% | +29.9% | +25.5% |
| 3Y | +45.0% | +56.8% | -11.8% | -8.2% |
| 5Y | +172.2% | +42.3% | +129.9% | +84.5% |
| 10Y | +221.9% | +199.2% | +22.7% | -0.1% |
| All | +221.9% | +193.0% | +28.9% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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