+7.9%
QCOM vs CVX
+37.2%
-29.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.2% |
| 7D | +3.3% | +3.3% | 0.0% | +4.1% |
| 30D | +7.7% | +12.9% | -5.2% | +10.8% |
| 3M | -30.1% | +11.7% | -41.8% | -27.9% |
| 6M | +22.8% | +14.1% | +8.7% | +25.0% |
| YTD | +0.2% | +40.7% | -40.5% | -4.8% |
| 1Y | +7.9% | +37.5% | -29.6% | +2.0% |
| All | +7.9% | +37.2% | -29.3% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling