+72.3%
MSFT vs CVX
+172.5%
-100.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -1.0% | +1.0% | -2.0% | -1.2% |
| 30D | -2.7% | +10.7% | -13.3% | -4.0% |
| 3M | +22.1% | +15.5% | +6.6% | +19.6% |
| 6M | +20.6% | +14.9% | +5.7% | +17.9% |
| YTD | +2.3% | +44.2% | -41.9% | -3.7% |
| 1Y | -0.5% | +43.5% | -44.1% | -6.4% |
| 3Y | +50.5% | +45.0% | +5.6% | +40.3% |
| 5Y | +72.3% | +172.2% | -99.8% | +44.9% |
| All | +72.3% | +172.5% | -100.1% | +44.9% |
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 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