+209.5%
CVX vs VST
+1,153.0%
-943.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +1.6% | +19.2% | -17.5% | -2.0% |
| 30D | -0.6% | -17.2% | +16.5% | +2.5% |
| 3M | +11.0% | -8.1% | +19.2% | +11.6% |
| 6M | +18.4% | -8.1% | +26.6% | +18.0% |
| YTD | +45.9% | -16.3% | +62.2% | +46.0% |
| 1Y | +46.7% | -24.1% | +70.8% | +49.6% |
| 3Y | +71.6% | +300.2% | -228.6% | -13.2% |
| 5Y | +131.4% | +645.9% | -514.5% | -11.6% |
| All | +209.5% | +1,153.0% | -943.6% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling