+139,934.1%
MSFT vs CVX
+5,073.5%
+134,860.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.4% |
| 7D | -1.3% | +3.4% | -4.7% | -2.5% |
| 30D | -1.8% | -1.0% | -0.9% | -1.7% |
| 3M | +5.6% | +12.2% | -6.6% | +0.8% |
| 6M | +29.8% | +20.3% | +9.5% | +20.3% |
| YTD | +9.0% | +48.3% | -39.3% | -7.2% |
| 1Y | +4.9% | +46.9% | -42.0% | -10.5% |
| 3Y | +46.2% | +73.1% | -26.9% | +15.0% |
| 5Y | +62.1% | +135.2% | -73.1% | +9.4% |
| 10Y | +899.6% | +214.4% | +685.2% | +458.2% |
| All | +139,934.1% | +5,073.5% | +134,860.7% | +30,174.9% |
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 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