+1,040.4%
CVX vs VO
+827.2%
+213.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | +12.9% | -0.3% | +13.2% | +13.1% |
| 3M | +11.7% | +2.9% | +8.8% | +8.3% |
| 6M | +14.1% | +9.3% | +4.8% | +4.0% |
| YTD | +40.7% | +14.2% | +26.5% | +23.1% |
| 1Y | +37.5% | +15.3% | +22.2% | +18.9% |
| 3Y | +43.9% | +56.2% | -12.3% | -7.0% |
| 5Y | +161.5% | +42.4% | +119.0% | +78.7% |
| 10Y | +215.1% | +194.7% | +20.4% | +11.9% |
| All | +1,040.4% | +827.2% | +213.2% | +48.8% |
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