+915.1%
MSFT vs CVX
+215.8%
+699.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.3% |
| 7D | -1.3% | +3.4% | -4.7% | -2.2% |
| 30D | -1.8% | -1.0% | -0.9% | -1.7% |
| 3M | +5.6% | +12.2% | -6.6% | +1.9% |
| 6M | +29.8% | +20.3% | +9.5% | +22.5% |
| YTD | +9.0% | +48.3% | -39.3% | -4.0% |
| 1Y | +4.9% | +46.9% | -42.0% | -7.4% |
| 3Y | +46.2% | +73.1% | -26.9% | +20.7% |
| 5Y | +62.1% | +135.2% | -73.1% | +16.7% |
| All | +915.1% | +215.8% | +699.3% | +566.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling