+42.1%
LLY vs CVX
+42.5%
-0.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.5% |
| 7D | +1.4% | -1.7% | +3.1% | +1.2% |
| 30D | +21.5% | -0.8% | +22.3% | +21.6% |
| 3M | +18.5% | +9.4% | +9.1% | +20.4% |
| 6M | +49.1% | +17.5% | +31.6% | +53.3% |
| YTD | +34.4% | +43.8% | -9.5% | +47.3% |
| All | +42.1% | +42.5% | -0.4% | +56.1% |
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