+42.2%
CVX vs VUG
+88.1%
-45.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +13.4% | -1.4% | +14.9% | +13.6% |
| 3M | +11.8% | +2.3% | +9.5% | +11.4% |
| 6M | +12.4% | +15.7% | -3.2% | +9.1% |
| YTD | +41.5% | +8.6% | +32.9% | +39.5% |
| 1Y | +41.6% | +14.1% | +27.5% | +37.3% |
| 3Y | +42.2% | +87.9% | -45.7% | +24.6% |
| All | +42.2% | +88.1% | -45.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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