+217.1%
CVX vs VST
+968.1%
-751.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.6% | -10.7% | -2.2% |
| 7D | -9.7% | -9.8% | +0.1% | -8.1% |
| 30D | +3.6% | -25.1% | +28.8% | +9.0% |
| 3M | +13.3% | -11.6% | +24.9% | +14.9% |
| 6M | +16.9% | -20.9% | +37.8% | +20.2% |
| YTD | +43.4% | -22.3% | +65.7% | +45.7% |
| 1Y | +44.5% | -32.0% | +76.5% | +50.8% |
| 3Y | +64.0% | +262.4% | -198.4% | -14.3% |
| 5Y | +126.4% | +563.4% | -436.9% | -9.5% |
| 10Y | +209.4% | +1,120.7% | -911.3% | +3.9% |
| All | +217.1% | +968.1% | -751.0% | +7.9% |
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 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