+4,683.6%
CVX vs VSH
+1,674.8%
+3,008.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.0% |
| 7D | +3.3% | +4.1% | -0.7% | +2.6% |
| 30D | +12.9% | -4.2% | +17.0% | +13.2% |
| 3M | +11.7% | -50.0% | +61.7% | +22.6% |
| 6M | +14.1% | +80.2% | -66.0% | -1.0% |
| YTD | +40.7% | +121.1% | -80.4% | +17.2% |
| 1Y | +37.5% | +112.0% | -74.5% | +14.7% |
| 3Y | +43.9% | +22.5% | +21.4% | +28.4% |
| 5Y | +161.5% | +64.0% | +97.4% | +118.9% |
| 10Y | +215.1% | +170.4% | +44.7% | +141.6% |
| All | +4,683.6% | +1,674.8% | +3,008.8% | +2,605.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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