+1,145.9%
DELL vs CVX
+169.1%
+976.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.8% |
| 7D | +8.2% | +2.6% | +5.6% | +7.4% |
| 30D | +17.1% | +9.8% | +7.3% | +13.5% |
| 3M | +45.2% | +16.2% | +29.0% | +37.5% |
| 6M | +286.8% | +13.6% | +273.2% | +266.2% |
| YTD | +354.8% | +44.4% | +310.4% | +289.6% |
| 1Y | +358.3% | +40.6% | +317.7% | +296.2% |
| 3Y | +724.9% | +48.2% | +676.7% | +590.7% |
| All | +1,145.9% | +169.1% | +976.9% | +716.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling