+361.5%
LLY vs CVX
+162.9%
+198.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | -5.1% | +13.4% | -18.5% | -5.9% |
| 3M | -2.1% | +11.8% | -13.9% | -2.9% |
| 6M | +13.8% | +12.4% | +1.4% | +12.5% |
| YTD | +5.1% | +41.5% | -36.4% | +1.5% |
| 1Y | +53.1% | +41.6% | +11.5% | +47.7% |
| 3Y | +95.6% | +42.2% | +53.4% | +86.9% |
| 5Y | +361.5% | +166.0% | +195.5% | +315.8% |
| All | +361.5% | +162.9% | +198.6% | +315.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling