+130.0%
CVX vs VST
+633.9%
-503.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.7% |
| 7D | +3.4% | +6.6% | -3.2% | +2.8% |
| 30D | -1.0% | -12.4% | +11.4% | -0.1% |
| 3M | +12.2% | -9.0% | +21.2% | +12.6% |
| 6M | +20.3% | -6.4% | +26.8% | +20.0% |
| YTD | +48.3% | -17.2% | +65.5% | +48.6% |
| 1Y | +46.9% | -22.0% | +68.9% | +48.0% |
| 3Y | +73.1% | +296.7% | -223.6% | +12.7% |
| All | +130.0% | +633.9% | -503.8% | +25.3% |
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 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