+1,527.5%
META vs CVX
+272.2%
+1,255.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +6.7% | +3.3% | +3.4% | +5.7% |
| 30D | +4.8% | +12.9% | -8.1% | +1.2% |
| 3M | -1.6% | +11.7% | -13.3% | -5.0% |
| 6M | -7.5% | +14.1% | -21.6% | -11.9% |
| YTD | -6.4% | +40.7% | -47.1% | -16.6% |
| 1Y | -17.3% | +37.5% | -54.8% | -25.9% |
| 3Y | +109.9% | +43.9% | +66.0% | +82.8% |
| 5Y | +65.4% | +161.5% | -96.1% | +16.4% |
| 10Y | +391.8% | +215.1% | +176.7% | +206.9% |
| All | +1,527.5% | +272.2% | +1,255.3% | +798.8% |
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 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