+91.4%
ORCL vs CVX
+162.7%
-71.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | +5.3% | +3.3% | +1.9% | +4.6% |
| 30D | +10.0% | +12.9% | -2.9% | +7.6% |
| 3M | -32.6% | +11.7% | -44.3% | -34.0% |
| 6M | +4.9% | +14.1% | -9.2% | +1.7% |
| YTD | -17.8% | +40.7% | -58.4% | -24.1% |
| 1Y | -28.0% | +37.5% | -65.5% | -33.2% |
| 3Y | +36.0% | +43.9% | -7.9% | +23.5% |
| All | +91.4% | +162.7% | -71.3% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling