+247.9%
SOXX vs CVX
+169.1%
+78.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.4% | +2.6% | -1.2% | +0.8% |
| 30D | -3.6% | +9.8% | -13.4% | -5.8% |
| 3M | -10.2% | +16.2% | -26.4% | -13.7% |
| 6M | +54.2% | +13.6% | +40.6% | +47.6% |
| YTD | +75.2% | +44.4% | +30.8% | +52.8% |
| 1Y | +107.5% | +40.6% | +66.9% | +82.4% |
| 3Y | +226.8% | +48.2% | +178.6% | +178.3% |
| All | +247.9% | +169.1% | +78.8% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling