+569.4%
CVX vs VYM
+487.3%
+82.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | +1.0% | -1.0% | +1.9% | +2.0% |
| 30D | +10.7% | -2.0% | +12.7% | +13.1% |
| 3M | +15.5% | +3.1% | +12.4% | +11.3% |
| 6M | +14.9% | +8.9% | +6.0% | +3.6% |
| YTD | +44.2% | +14.7% | +29.5% | +22.4% |
| 1Y | +43.5% | +19.4% | +24.1% | +16.2% |
| 3Y | +45.0% | +65.4% | -20.4% | -19.2% |
| 5Y | +172.2% | +77.6% | +94.6% | +39.6% |
| 10Y | +221.9% | +207.8% | +14.1% | -5.3% |
| All | +569.4% | +487.3% | +82.1% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling