+4,404.4%
DELL vs CVX
+222.5%
+4,181.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.7% |
| 7D | +8.2% | +2.6% | +5.6% | +7.1% |
| 30D | +17.1% | +9.8% | +7.3% | +12.5% |
| 3M | +45.2% | +16.2% | +29.0% | +35.4% |
| 6M | +286.8% | +13.6% | +273.2% | +261.2% |
| YTD | +354.8% | +44.4% | +310.4% | +281.5% |
| 1Y | +358.3% | +40.6% | +317.7% | +288.0% |
| 3Y | +724.9% | +48.2% | +676.7% | +574.1% |
| 5Y | +1,193.7% | +172.3% | +1,021.4% | +688.1% |
| All | +4,404.4% | +222.5% | +4,181.9% | +2,449.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling