+44.5%
GOOG vs CVX
+37.2%
+7.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.5% |
| 7D | -2.2% | +3.3% | -5.5% | -1.2% |
| 30D | -6.9% | +12.9% | -19.8% | -3.4% |
| 3M | -9.1% | +11.7% | -20.9% | -5.6% |
| 6M | +10.6% | +14.1% | -3.5% | +14.4% |
| YTD | +7.0% | +40.7% | -33.7% | +11.8% |
| 1Y | +44.5% | +37.5% | +7.0% | +49.5% |
| All | +44.5% | +37.2% | +7.4% | +49.5% |
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