+211.1%
CVX vs VST
+1,175.7%
-964.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -2.0% |
| 7D | +3.3% | +8.9% | -5.6% | +1.5% |
| 30D | +12.9% | +6.2% | +6.7% | +11.4% |
| 3M | +11.7% | -2.7% | +14.4% | +11.6% |
| 6M | +14.1% | -8.4% | +22.5% | +14.4% |
| YTD | +40.7% | -7.2% | +47.9% | +39.4% |
| 1Y | +37.5% | -20.9% | +58.4% | +39.9% |
| 3Y | +43.9% | +384.0% | -340.1% | -29.9% |
| 5Y | +161.5% | +757.1% | -595.6% | -2.0% |
| All | +211.1% | +1,175.7% | -964.6% | +3.3% |
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 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