+242.8%
QCOM vs CVX
+199.5%
+43.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +5.5% | -6.2% | +11.8% | +8.0% |
| 30D | -1.1% | -0.4% | -0.8% | -1.3% |
| 3M | +7.6% | +9.3% | -1.7% | +3.5% |
| 6M | -20.1% | +18.4% | -38.5% | -26.1% |
| YTD | +3.0% | +42.5% | -39.4% | -12.7% |
| 1Y | +3.2% | +41.0% | -37.8% | -12.2% |
| 3Y | +48.9% | +67.5% | -18.6% | +17.0% |
| 5Y | +21.1% | +126.1% | -105.0% | -17.7% |
| 10Y | +242.8% | +198.8% | +44.0% | +111.1% |
| All | +242.8% | +199.5% | +43.3% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling