+108.3%
META vs CVX
+41.5%
+66.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.0% |
| 7D | +6.7% | +3.3% | +3.4% | +6.6% |
| 30D | +4.8% | +12.9% | -8.1% | +4.3% |
| 3M | -1.6% | +11.7% | -13.3% | -2.0% |
| 6M | -7.5% | +14.1% | -21.6% | -8.8% |
| YTD | -6.4% | +40.7% | -47.1% | -11.9% |
| 1Y | -17.3% | +37.5% | -54.8% | -21.8% |
| All | +108.3% | +41.5% | +66.8% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling