+251.9%
QCOM vs CVX
+210.7%
+41.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | +13.0% | +1.6% | +11.4% | +12.3% |
| 30D | +0.2% | -0.6% | +0.8% | +0.1% |
| 3M | +9.2% | +11.0% | -1.8% | +4.5% |
| 6M | -15.0% | +18.4% | -33.4% | -21.4% |
| YTD | +5.2% | +45.9% | -40.7% | -11.7% |
| 1Y | +2.4% | +46.7% | -44.3% | -14.3% |
| 3Y | +52.0% | +71.6% | -19.6% | +18.4% |
| 5Y | +19.7% | +131.4% | -111.7% | -19.3% |
| All | +251.9% | +210.7% | +41.2% | +116.5% |
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