+36.2%
QCOM vs CVX
+162.9%
-126.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | +4.3% | +13.4% | -9.2% | +0.3% |
| 3M | -19.6% | +11.8% | -31.5% | -22.7% |
| 6M | +29.5% | +12.4% | +17.0% | +23.3% |
| YTD | +3.4% | +41.5% | -38.1% | -10.6% |
| 1Y | +10.9% | +41.6% | -30.7% | -4.2% |
| 3Y | +74.8% | +42.2% | +32.5% | +49.2% |
| 5Y | +36.2% | +166.0% | -129.8% | +1.1% |
| All | +36.2% | +162.9% | -126.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling