+4,770.1%
DELL vs CVX
+215.1%
+4,554.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +25.6% | -0.6% | +26.2% | +25.9% |
| 30D | +17.7% | +13.4% | +4.2% | +11.4% |
| 3M | +33.4% | +11.8% | +21.6% | +26.3% |
| 6M | +266.2% | +12.4% | +253.8% | +243.1% |
| YTD | +328.0% | +41.5% | +286.5% | +261.6% |
| 1Y | +339.6% | +41.6% | +298.0% | +270.3% |
| 3Y | +694.6% | +42.2% | +652.4% | +559.7% |
| 5Y | +1,122.0% | +166.0% | +956.0% | +649.4% |
| 10Y | +4,062.5% | +207.2% | +3,855.3% | +2,285.9% |
| All | +4,770.1% | +215.1% | +4,554.9% | +2,635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling