+1,564.8%
QQQ vs CVX
+1,348.9%
+215.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | +1.0% | +1.0% | 0.0% | +0.6% |
| 30D | -0.6% | +10.7% | -11.3% | -4.2% |
| 3M | +1.3% | +15.5% | -14.2% | -4.4% |
| 6M | +18.1% | +14.9% | +3.2% | +10.9% |
| YTD | +16.9% | +44.2% | -27.3% | +0.6% |
| 1Y | +24.0% | +43.5% | -19.5% | +6.6% |
| 3Y | +95.6% | +45.0% | +50.7% | +64.9% |
| 5Y | +94.5% | +172.2% | -77.6% | +25.3% |
| 10Y | +571.7% | +221.9% | +349.8% | +273.9% |
| All | +1,564.8% | +1,348.9% | +215.9% | +437.2% |
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