+64.0%
CVX vs VST
+264.2%
-200.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.6% | -10.7% | -0.6% |
| 7D | -9.7% | -9.8% | +0.1% | -9.4% |
| 30D | +3.6% | -25.1% | +28.8% | +4.6% |
| 3M | +13.3% | -11.6% | +24.9% | +13.6% |
| 6M | +16.9% | -20.9% | +37.8% | +17.6% |
| YTD | +43.4% | -22.3% | +65.7% | +43.9% |
| 1Y | +44.5% | -32.0% | +76.5% | +46.2% |
| 3Y | +64.0% | +262.4% | -198.4% | +48.7% |
| All | +64.0% | +264.2% | -200.3% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling