+9.0%
MSFT vs CVX
+47.0%
-38.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.7% | +10.4% | +6.0% |
| 7D | +4.7% | -5.3% | +10.0% | +3.9% |
| 30D | +5.8% | +5.1% | +0.7% | +6.6% |
| 3M | +13.0% | +14.9% | -1.9% | +15.0% |
| 6M | +34.9% | +14.9% | +20.1% | +36.7% |
| YTD | +15.7% | +46.3% | -30.7% | +23.7% |
| 1Y | +9.0% | +47.0% | -38.1% | +17.0% |
| All | +9.0% | +47.0% | -38.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling