+130.0%
CVX vs VUG
+62.0%
+68.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.8% |
| 7D | +3.4% | +2.5% | +0.9% | +2.9% |
| 30D | -1.0% | -6.3% | +5.3% | +0.2% |
| 3M | +12.2% | -6.0% | +18.2% | +13.4% |
| 6M | +20.3% | -3.5% | +23.9% | +20.6% |
| YTD | +48.3% | +3.9% | +44.4% | +45.6% |
| 1Y | +46.9% | +5.1% | +41.8% | +43.7% |
| 3Y | +73.1% | +77.9% | -4.8% | +43.3% |
| All | +130.0% | +62.0% | +68.0% | +86.8% |
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