+1,082.8%
CVX vs VO
+825.5%
+257.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.2% |
| 7D | +1.6% | +2.9% | -1.3% | -1.1% |
| 30D | -0.6% | +1.0% | -1.6% | -1.8% |
| 3M | +11.0% | -1.7% | +12.7% | +12.2% |
| 6M | +18.4% | +6.7% | +11.7% | +10.6% |
| YTD | +45.9% | +14.0% | +31.9% | +27.3% |
| 1Y | +46.7% | +13.7% | +33.0% | +28.1% |
| 3Y | +71.6% | +65.8% | +5.7% | +4.7% |
| 5Y | +131.4% | +36.6% | +94.8% | +64.0% |
| 10Y | +209.3% | +198.9% | +10.4% | +8.0% |
| All | +1,082.8% | +825.5% | +257.3% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling