+50,186.6%
QCOM vs CVX
+4,408.6%
+45,778.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +3.3% | +3.3% | 0.0% | +2.0% |
| 30D | +7.7% | +12.9% | -5.2% | +2.4% |
| 3M | -30.1% | +11.7% | -41.8% | -33.6% |
| 6M | +22.8% | +14.1% | +8.7% | +14.6% |
| YTD | +0.2% | +40.7% | -40.5% | -14.5% |
| 1Y | +7.9% | +37.5% | -29.6% | -7.2% |
| 3Y | +55.8% | +43.9% | +11.9% | +30.1% |
| 5Y | +30.1% | +161.5% | -131.4% | -16.7% |
| 10Y | +248.9% | +215.1% | +33.8% | +93.9% |
| All | +50,186.6% | +4,408.6% | +45,778.0% | +9,501.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling