+270.3%
ORCL vs CVX
+215.8%
+54.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.8% |
| 7D | +8.0% | +3.4% | +4.5% | +7.0% |
| 30D | -4.0% | -1.0% | -3.0% | -3.8% |
| 3M | -19.5% | +12.2% | -31.7% | -22.2% |
| 6M | -33.5% | +20.3% | -53.8% | -37.3% |
| YTD | -34.8% | +48.3% | -83.1% | -42.5% |
| 1Y | -41.6% | +46.9% | -88.5% | -48.4% |
| 3Y | +13.8% | +73.1% | -59.4% | -5.1% |
| 5Y | +43.4% | +135.2% | -91.8% | +5.3% |
| All | +270.3% | +215.8% | +54.4% | +163.0% |
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