+13,164.2%
GOOG vs CVX
+946.0%
+12,218.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.8% |
| 7D | -1.6% | +1.0% | -2.5% | -1.9% |
| 30D | -7.7% | +10.7% | -18.3% | -11.2% |
| 3M | -9.3% | +15.5% | -24.8% | -14.6% |
| 6M | +7.4% | +14.9% | -7.4% | +0.5% |
| YTD | +4.9% | +44.2% | -39.4% | -10.7% |
| 1Y | +37.2% | +43.5% | -6.3% | +16.8% |
| 3Y | +141.6% | +45.0% | +96.6% | +100.5% |
| 5Y | +128.8% | +172.2% | -43.4% | +40.9% |
| 10Y | +772.7% | +221.9% | +550.8% | +358.3% |
| All | +13,164.2% | +946.0% | +12,218.2% | +4,312.6% |
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