+136.0%
GOOG vs CVX
+169.1%
-33.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | 0.0% | +2.6% | -2.6% | -0.3% |
| 30D | -2.0% | +9.8% | -11.8% | -3.2% |
| 3M | -5.9% | +16.2% | -22.1% | -7.9% |
| 6M | +8.9% | +13.6% | -4.7% | +6.4% |
| YTD | +7.1% | +44.4% | -37.3% | -0.6% |
| 1Y | +39.7% | +40.6% | -0.9% | +30.2% |
| 3Y | +145.8% | +48.2% | +97.7% | +123.6% |
| All | +136.0% | +169.1% | -33.0% | +81.9% |
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