+86.4%
META vs CVX
+133.8%
-47.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.7% |
| 7D | +5.2% | +3.4% | +1.7% | +4.7% |
| 30D | -13.0% | -1.0% | -12.0% | -12.9% |
| 3M | +7.9% | +12.2% | -4.3% | +6.0% |
| 6M | +4.2% | +20.3% | -16.1% | +1.0% |
| YTD | -2.5% | +48.3% | -50.8% | -11.1% |
| 1Y | +5.6% | +46.9% | -41.3% | -3.5% |
| 3Y | +96.8% | +73.1% | +23.7% | +70.8% |
| All | +86.4% | +133.8% | -47.4% | +42.7% |
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 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