+57.3%
LLY vs CVX
+47.0%
+10.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.1% |
| 7D | +10.1% | -5.3% | +15.4% | +9.2% |
| 30D | +24.0% | +5.1% | +19.0% | +25.3% |
| 3M | +27.3% | +14.9% | +12.3% | +30.5% |
| 6M | +47.0% | +14.9% | +32.1% | +49.9% |
| YTD | +32.6% | +46.3% | -13.7% | +48.3% |
| 1Y | +57.3% | +47.0% | +10.3% | +76.1% |
| All | +57.3% | +47.0% | +10.4% | +76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling