+558.6%
QQQ vs CVX
+222.5%
+336.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | -1.2% | +9.8% | -11.0% | -3.8% |
| 3M | -0.2% | +16.2% | -16.4% | -4.6% |
| 6M | +17.9% | +13.6% | +4.3% | +12.8% |
| YTD | +16.6% | +44.4% | -27.7% | +3.5% |
| 1Y | +23.0% | +40.6% | -17.6% | +9.9% |
| 3Y | +92.9% | +48.2% | +44.8% | +67.5% |
| 5Y | +95.6% | +172.3% | -76.7% | +36.8% |
| All | +558.6% | +222.5% | +336.1% | +339.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling