-25.0%
QCOM vs CVX
+18.6%
-43.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +2.3% |
| 7D | +2.0% | -1.7% | +3.6% | +0.9% |
| 30D | +1.2% | -0.8% | +2.0% | +0.9% |
| 3M | +9.1% | +9.4% | -0.3% | +16.1% |
| 6M | -25.0% | +17.5% | -42.5% | -17.4% |
| All | -25.0% | +18.6% | -43.6% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling