+48.2%
CVX vs VSXY
+352.7%
-304.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +9.8% | -18.7% | +28.5% | +10.4% |
| 3M | +16.2% | -4.0% | +20.2% | +16.1% |
| 6M | +13.6% | +67.5% | -53.9% | +10.9% |
| YTD | +44.4% | +39.7% | +4.7% | +41.7% |
| 1Y | +40.6% | +180.0% | -139.4% | +31.8% |
| 3Y | +48.2% | +337.3% | -289.1% | +26.2% |
| All | +48.2% | +352.7% | -304.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling