+62.8%
META vs CVX
+162.7%
-99.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +6.7% | +3.3% | +3.4% | +6.2% |
| 30D | +4.8% | +12.9% | -8.1% | +2.8% |
| 3M | -1.6% | +11.7% | -13.3% | -3.4% |
| 6M | -7.5% | +14.1% | -21.6% | -10.2% |
| YTD | -6.4% | +40.7% | -47.1% | -13.8% |
| 1Y | -17.3% | +37.5% | -54.8% | -23.6% |
| 3Y | +109.9% | +43.9% | +66.0% | +89.1% |
| All | +62.8% | +162.7% | -99.9% | +26.0% |
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