+143.3%
DELL vs CVX
+47.0%
+96.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.1% | -9.7% |
| 7D | -24.6% | -5.3% | -19.3% | -25.6% |
| 30D | -32.5% | +5.1% | -37.6% | -31.2% |
| 3M | -20.2% | +14.9% | -35.1% | -16.7% |
| 6M | +76.5% | +14.9% | +61.6% | +86.9% |
| YTD | +198.9% | +46.3% | +152.6% | +209.1% |
| 1Y | +143.3% | +47.0% | +96.3% | +152.7% |
| All | +143.3% | +47.0% | +96.4% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 1y: compounded portfolio wealth divided by compounded CVX 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…
1y analysis · Full analysis span regression · 6 months rolling