+358.3%
DELL vs CVX
+42.2%
+316.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +12.1% |
| 7D | +8.2% | +2.6% | +5.6% | +9.0% |
| 30D | +17.1% | +9.8% | +7.3% | +19.9% |
| 3M | +45.2% | +16.2% | +29.0% | +51.6% |
| 6M | +286.8% | +13.6% | +273.2% | +298.9% |
| YTD | +354.8% | +44.4% | +310.4% | +369.1% |
| 1Y | +358.3% | +40.6% | +317.7% | +372.0% |
| All | +358.3% | +42.2% | +316.1% | +372.0% |
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