+24,538.0%
ORCL vs CVX
+4,902.2%
+19,635.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | -9.7% | -1.4% | -7.8% |
| 30D | -18.8% | +3.6% | -22.5% | -20.0% |
| 3M | -18.8% | +13.3% | -32.1% | -22.8% |
| 6M | -39.7% | +16.9% | -56.6% | -43.7% |
| YTD | -39.6% | +43.4% | -83.0% | -48.0% |
| 1Y | -51.7% | +44.5% | -96.2% | -58.6% |
| 3Y | +10.2% | +64.0% | -53.7% | -10.9% |
| 5Y | +30.8% | +126.4% | -95.6% | -9.4% |
| 10Y | +252.1% | +209.4% | +42.7% | +100.3% |
| All | +24,538.0% | +4,902.2% | +19,635.8% | +5,386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling