+729.8%
CVX vs VWO
+324.1%
+405.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | +10.7% | +0.9% | +9.8% | +9.9% |
| 3M | +15.5% | +4.3% | +11.2% | +11.6% |
| 6M | +14.9% | +10.5% | +4.3% | +5.5% |
| YTD | +44.2% | +13.4% | +30.8% | +29.8% |
| 1Y | +43.5% | +18.6% | +24.9% | +25.1% |
| 3Y | +45.0% | +65.8% | -20.8% | -0.6% |
| 5Y | +172.2% | +35.2% | +136.9% | +111.0% |
| 10Y | +221.9% | +116.6% | +105.3% | +83.8% |
| All | +729.8% | +324.1% | +405.6% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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