+133,470.9%
MSFT vs CVX
+4,807.9%
+128,663.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.6% |
| 7D | -2.7% | +3.3% | -6.0% | -3.9% |
| 30D | +2.7% | +12.9% | -10.2% | -1.8% |
| 3M | +17.0% | +11.7% | +5.2% | +11.9% |
| 6M | +23.8% | +14.1% | +9.7% | +16.9% |
| YTD | +4.0% | +40.7% | -36.7% | -9.5% |
| 1Y | -0.8% | +37.5% | -38.3% | -13.1% |
| 3Y | +55.6% | +43.9% | +11.7% | +31.1% |
| 5Y | +72.9% | +161.5% | -88.6% | +12.0% |
| 10Y | +875.8% | +215.1% | +660.7% | +444.6% |
| All | +133,470.9% | +4,807.9% | +128,663.0% | +29,452.1% |
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