+1,655.6%
CVX vs VTR
+1,492.6%
+163.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | +13.4% | -3.7% | +17.2% | +14.3% |
| 3M | +11.8% | +13.5% | -1.7% | +8.6% |
| 6M | +12.4% | +7.2% | +5.2% | +10.3% |
| YTD | +41.5% | +17.6% | +23.9% | +36.0% |
| 1Y | +41.6% | +35.4% | +6.2% | +31.8% |
| 3Y | +42.2% | +132.8% | -90.6% | +16.5% |
| 5Y | +166.0% | +88.7% | +77.3% | +125.2% |
| 10Y | +207.2% | +87.6% | +119.6% | +143.4% |
| All | +1,655.6% | +1,492.6% | +163.0% | +1,040.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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