-43.3%
ORCL vs CVX
+44.5%
-87.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.6% |
| 7D | +10.4% | +1.6% | +8.8% | +10.8% |
| 30D | -11.2% | -0.6% | -10.6% | -11.0% |
| 3M | -16.8% | +11.0% | -27.8% | -14.2% |
| 6M | -31.5% | +18.4% | -49.9% | -28.7% |
| YTD | -33.9% | +45.9% | -79.8% | -31.9% |
| 1Y | -43.3% | +46.7% | -89.9% | -40.9% |
| All | -43.3% | +44.5% | -87.8% | -40.9% |
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 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