+10.9%
QCOM vs CVX
+41.7%
-30.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.3% |
| 7D | +5.1% | -0.6% | +5.7% | +4.9% |
| 30D | +4.3% | +13.4% | -9.2% | +7.4% |
| 3M | -19.6% | +11.8% | -31.5% | -17.0% |
| 6M | +29.5% | +12.4% | +17.0% | +32.5% |
| YTD | +3.4% | +41.5% | -38.1% | -2.0% |
| 1Y | +10.9% | +41.6% | -30.7% | +3.6% |
| All | +10.9% | +41.7% | -30.8% | +3.6% |
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