+172.2%
CVX vs VUG
+75.3%
+96.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +10.7% | -1.7% | +12.3% | +11.0% |
| 3M | +15.5% | +2.8% | +12.7% | +14.5% |
| 6M | +14.9% | +13.6% | +1.3% | +10.7% |
| YTD | +44.2% | +8.1% | +36.1% | +40.8% |
| 1Y | +43.5% | +13.1% | +30.4% | +38.0% |
| 3Y | +45.0% | +87.0% | -42.0% | +18.6% |
| 5Y | +172.2% | +76.0% | +96.2% | +117.5% |
| All | +172.2% | +75.3% | +96.8% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling