+49,194.2%
QCOM vs CVX
+4,495.3%
+44,699.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | -9.7% | +10.1% | +4.4% |
| 30D | -6.6% | +3.6% | -10.2% | -8.2% |
| 3M | +3.7% | +13.3% | -9.6% | -2.0% |
| 6M | -13.3% | +16.9% | -30.2% | -19.8% |
| YTD | -1.8% | +43.4% | -45.2% | -17.2% |
| 1Y | -2.5% | +44.5% | -47.0% | -18.2% |
| 3Y | +47.0% | +64.0% | -17.0% | +16.2% |
| 5Y | +13.1% | +126.4% | -113.3% | -23.4% |
| 10Y | +224.7% | +209.4% | +15.3% | +81.3% |
| All | +49,194.2% | +4,495.3% | +44,699.0% | +9,197.0% |
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