+1,511.3%
META vs CVX
+279.3%
+1,232.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -9.7% | +8.9% | +1.9% |
| 30D | -15.4% | +3.6% | -19.0% | -16.3% |
| 3M | +3.5% | +13.3% | -9.8% | -0.3% |
| 6M | -0.3% | +16.9% | -17.2% | -5.3% |
| YTD | -7.3% | +43.4% | -50.7% | -18.0% |
| 1Y | -1.1% | +44.5% | -45.6% | -12.8% |
| 3Y | +95.1% | +64.0% | +31.1% | +63.5% |
| 5Y | +80.6% | +126.4% | -45.9% | +33.2% |
| 10Y | +410.1% | +209.4% | +200.8% | +220.1% |
| All | +1,511.3% | +279.3% | +1,232.0% | +783.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling