+252.1%
INTC vs CVX
+222.5%
+29.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +7.5% | +2.6% | +4.8% | +6.5% |
| 30D | +2.0% | +9.8% | -7.9% | -1.7% |
| 3M | -12.0% | +16.2% | -28.2% | -17.6% |
| 6M | +114.5% | +13.6% | +100.9% | +99.9% |
| YTD | +179.0% | +44.4% | +134.6% | +133.4% |
| 1Y | +318.3% | +40.6% | +277.7% | +253.3% |
| 3Y | +171.2% | +48.2% | +123.0% | +122.4% |
| 5Y | +107.6% | +172.3% | -64.7% | +26.9% |
| All | +252.1% | +222.5% | +29.6% | +106.6% |
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