+170.6%
CVX vs VSXY
+15.5%
+155.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +9.1% | -22.1% | +31.2% | +10.4% |
| 3M | +13.1% | -1.1% | +14.2% | +12.8% |
| 6M | +16.3% | +53.8% | -37.6% | +12.1% |
| YTD | +43.5% | +35.5% | +8.0% | +39.0% |
| 1Y | +40.2% | +186.0% | -145.9% | +27.3% |
| 3Y | +44.2% | +343.2% | -298.9% | +19.9% |
| 5Y | +170.6% | +19.0% | +151.6% | +147.3% |
| All | +170.6% | +15.5% | +155.1% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling