+47.0%
QCOM vs CVX
+62.1%
-15.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | -9.7% | +10.1% | +2.2% |
| 30D | -6.6% | +3.6% | -10.2% | -7.6% |
| 3M | +3.7% | +13.3% | -9.6% | +0.4% |
| 6M | -13.3% | +16.9% | -30.2% | -17.3% |
| YTD | -1.8% | +43.4% | -45.2% | -16.0% |
| 1Y | -2.5% | +44.5% | -47.0% | -17.0% |
| 3Y | +47.0% | +64.0% | -17.0% | +22.8% |
| All | +47.0% | +62.1% | -15.1% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling