+113.9%
SOXX vs CVX
+37.2%
+76.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +2.8% |
| 7D | +2.2% | +3.3% | -1.1% | +4.0% |
| 30D | -2.0% | +12.9% | -14.9% | +4.5% |
| 3M | -13.7% | +11.7% | -25.4% | -6.7% |
| 6M | +52.4% | +14.1% | +38.2% | +62.9% |
| YTD | +72.8% | +40.7% | +32.1% | +83.1% |
| 1Y | +113.9% | +37.5% | +76.4% | +123.9% |
| All | +113.9% | +37.2% | +76.7% | +123.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling