+31.5%
ORCL vs CVX
+41.5%
-10.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | +5.3% | +3.3% | +1.9% | +4.8% |
| 30D | +10.0% | +12.9% | -2.9% | +8.3% |
| 3M | -32.6% | +11.7% | -44.3% | -33.5% |
| 6M | +4.9% | +14.1% | -9.2% | +2.4% |
| YTD | -17.8% | +40.7% | -58.4% | -23.7% |
| 1Y | -28.0% | +37.5% | -65.5% | -32.8% |
| All | +31.5% | +41.5% | -10.0% | +13.4% |
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