+681.4%
NFLX vs CVX
+222.5%
+458.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.1% | +2.6% | -3.7% | -1.6% |
| 30D | +4.3% | +9.8% | -5.5% | +2.4% |
| 3M | -4.8% | +16.2% | -21.0% | -7.6% |
| 6M | -18.4% | +13.6% | -32.0% | -20.7% |
| YTD | -17.4% | +44.4% | -61.8% | -23.6% |
| 1Y | -35.7% | +40.6% | -76.3% | -40.2% |
| 3Y | +73.8% | +48.2% | +25.6% | +58.2% |
| 5Y | +29.3% | +172.3% | -143.0% | +4.0% |
| All | +681.4% | +222.5% | +458.9% | +548.0% |
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 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