-28.0%
ORCL vs CVX
+37.2%
-65.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +2.9% |
| 7D | +5.3% | +3.3% | +1.9% | +5.5% |
| 30D | +10.0% | +12.9% | -2.9% | +10.7% |
| 3M | -32.6% | +11.7% | -44.3% | -31.9% |
| 6M | +4.9% | +14.1% | -9.2% | +3.5% |
| YTD | -17.8% | +40.7% | -58.4% | -24.6% |
| 1Y | -28.0% | +37.5% | -65.5% | -30.5% |
| All | -28.0% | +37.2% | -65.2% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling