+13,503.3%
GOOGL vs CVX
+926.4%
+12,576.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -4.4% | +13.4% | -17.9% | -9.0% |
| 3M | -6.8% | +11.8% | -18.6% | -11.2% |
| 6M | +13.6% | +12.4% | +1.1% | +7.1% |
| YTD | +8.3% | +41.5% | -33.2% | -7.0% |
| 1Y | +44.9% | +41.6% | +3.3% | +24.0% |
| 3Y | +150.5% | +42.2% | +108.2% | +109.4% |
| 5Y | +137.7% | +166.0% | -28.2% | +47.7% |
| 10Y | +750.9% | +207.2% | +543.7% | +356.2% |
| All | +13,503.3% | +926.4% | +12,576.9% | +4,459.8% |
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