+10.2%
ORCL vs CVX
+62.1%
-51.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -11.2% | -9.7% | -1.4% | -10.3% |
| 30D | -18.8% | +3.6% | -22.5% | -19.1% |
| 3M | -18.8% | +13.3% | -32.1% | -20.4% |
| 6M | -39.7% | +16.9% | -56.6% | -41.5% |
| YTD | -39.6% | +43.4% | -83.0% | -45.2% |
| 1Y | -51.7% | +44.5% | -96.2% | -56.3% |
| 3Y | +10.2% | +64.0% | -53.7% | -4.5% |
| All | +10.2% | +62.1% | -51.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling