+755.6%
GOOGL vs CVX
+222.5%
+533.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | 0.0% | +2.6% | -2.6% | -0.7% |
| 30D | -1.4% | +9.8% | -11.2% | -4.0% |
| 3M | -5.3% | +16.2% | -21.5% | -9.5% |
| 6M | +9.8% | +13.6% | -3.8% | +4.9% |
| YTD | +8.4% | +44.4% | -36.0% | -4.1% |
| 1Y | +41.2% | +40.6% | +0.6% | +25.7% |
| 3Y | +149.6% | +48.2% | +101.4% | +115.0% |
| 5Y | +142.6% | +172.3% | -29.7% | +65.0% |
| All | +755.6% | +222.5% | +533.1% | +445.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling