+30.6%
ORCL vs CVX
+125.7%
-95.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -11.2% | -9.7% | -1.4% | -9.9% |
| 30D | -18.8% | +3.6% | -22.5% | -19.3% |
| 3M | -18.8% | +13.3% | -32.1% | -20.6% |
| 6M | -39.7% | +16.9% | -56.6% | -41.6% |
| YTD | -39.6% | +43.4% | -83.0% | -44.3% |
| 1Y | -51.7% | +44.5% | -96.2% | -55.6% |
| 3Y | +10.2% | +64.0% | -53.7% | -1.6% |
| All | +30.6% | +125.7% | -95.2% | +2.7% |
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