+48.2%
CVX vs VYM
+65.1%
-16.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +3.3% |
| 30D | +9.8% | -2.2% | +12.1% | +11.8% |
| 3M | +16.2% | +3.1% | +13.1% | +13.1% |
| 6M | +13.6% | +9.7% | +3.9% | +4.4% |
| YTD | +44.4% | +14.9% | +29.5% | +26.8% |
| 1Y | +40.6% | +17.6% | +23.0% | +20.6% |
| 3Y | +48.2% | +65.3% | -17.1% | -12.1% |
| All | +48.2% | +65.1% | -16.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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