+37.5%
CVX vs VST
-20.6%
+58.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.1% |
| 7D | +3.3% | +8.9% | -5.6% | +3.7% |
| 30D | +12.9% | +6.2% | +6.7% | +13.2% |
| 3M | +11.7% | -2.7% | +14.4% | +11.9% |
| 6M | +14.1% | -8.4% | +22.5% | +14.5% |
| YTD | +40.7% | -7.2% | +47.9% | +40.9% |
| 1Y | +37.5% | -20.9% | +58.4% | +38.3% |
| All | +37.5% | -20.6% | +58.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling