+281.8%
QCOM vs CVX
+215.4%
+66.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.6% |
| 7D | +4.4% | +1.0% | +3.4% | +4.0% |
| 30D | +9.4% | +10.7% | -1.3% | +5.2% |
| 3M | -13.7% | +15.5% | -29.1% | -18.8% |
| 6M | +28.9% | +14.9% | +14.0% | +20.5% |
| YTD | +4.7% | +44.2% | -39.5% | -11.2% |
| 1Y | +13.5% | +43.5% | -30.0% | -3.6% |
| 3Y | +77.1% | +45.0% | +32.1% | +48.1% |
| 5Y | +38.9% | +172.2% | -133.2% | -11.9% |
| 10Y | +281.8% | +221.9% | +59.9% | +133.1% |
| All | +281.8% | +215.4% | +66.4% | +133.1% |
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