+3.2%
QCOM vs CVX
+41.3%
-38.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | +5.5% | -6.2% | +11.8% | +3.2% |
| 30D | -1.1% | -0.4% | -0.8% | -1.3% |
| 3M | +7.6% | +9.3% | -1.7% | +11.0% |
| 6M | -20.1% | +18.4% | -38.5% | -15.7% |
| YTD | +3.0% | +42.5% | -39.4% | +3.6% |
| 1Y | +3.2% | +41.0% | -37.8% | +4.5% |
| All | +3.2% | +41.3% | -38.0% | +4.5% |
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 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