+50.7%
LLY vs CVX
+43.5%
+7.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.3% |
| 7D | -3.1% | +1.0% | -4.1% | -2.9% |
| 30D | -8.6% | +10.7% | -19.3% | -7.0% |
| 3M | -1.6% | +15.5% | -17.1% | +0.5% |
| 6M | +11.8% | +14.9% | -3.1% | +13.6% |
| YTD | +5.1% | +44.2% | -39.1% | +16.2% |
| 1Y | +50.7% | +43.5% | +7.2% | +66.6% |
| All | +50.7% | +43.5% | +7.3% | +66.6% |
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 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