+126.1%
CVX vs VST
+644.1%
-518.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.4% |
| 7D | -6.2% | -6.0% | -0.2% | -5.9% |
| 30D | -0.4% | -18.8% | +18.4% | +1.1% |
| 3M | +9.3% | -8.0% | +17.3% | +9.6% |
| 6M | +18.4% | -10.9% | +29.3% | +18.6% |
| YTD | +42.5% | -18.3% | +60.8% | +42.9% |
| 1Y | +41.0% | -29.9% | +71.0% | +43.8% |
| 3Y | +67.5% | +290.3% | -222.8% | +9.0% |
| 5Y | +126.1% | +635.3% | -509.2% | +18.9% |
| All | +126.1% | +644.1% | -518.0% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling