+217.6%
CVX vs VST
+866.2%
-648.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.2% | +4.3% | -0.6% |
| 7D | -8.0% | -19.9% | +11.9% | -4.1% |
| 30D | +2.6% | -29.7% | +32.2% | +9.3% |
| 3M | +15.2% | -19.6% | +34.8% | +19.1% |
| 6M | +12.5% | -29.4% | +41.9% | +18.5% |
| YTD | +43.6% | -29.7% | +73.3% | +49.0% |
| 1Y | +45.0% | -40.0% | +85.0% | +55.5% |
| 3Y | +63.5% | +231.0% | -167.5% | -13.0% |
| 5Y | +126.8% | +500.1% | -373.3% | -7.5% |
| 10Y | +209.8% | +1,004.2% | -794.4% | +6.2% |
| All | +217.6% | +866.2% | -648.6% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling