+324.4%
CVX vs VXUS
+163.7%
+160.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -3.3% |
| 7D | -7.5% | +0.8% | -8.2% | -8.3% |
| 30D | -0.6% | -1.9% | +1.3% | +0.7% |
| 3M | +14.0% | -4.4% | +18.4% | +17.6% |
| 6M | +18.1% | -2.0% | +20.1% | +17.8% |
| YTD | +42.2% | +11.1% | +31.0% | +24.1% |
| 1Y | +41.3% | +15.1% | +26.3% | +19.3% |
| 3Y | +68.3% | +70.4% | -2.1% | -3.9% |
| 5Y | +122.0% | +47.2% | +74.9% | +44.0% |
| 10Y | +198.6% | +142.3% | +56.3% | +23.1% |
| All | +324.4% | +163.7% | +160.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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