+2,550.6%
SOXX vs CVX
+1,143.7%
+1,406.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +1.4% | +2.6% | -1.2% | +0.1% |
| 30D | -3.6% | +9.8% | -13.4% | -8.1% |
| 3M | -10.2% | +16.2% | -26.4% | -17.5% |
| 6M | +54.2% | +13.6% | +40.6% | +41.2% |
| YTD | +75.2% | +44.4% | +30.8% | +40.9% |
| 1Y | +107.5% | +40.6% | +66.9% | +68.6% |
| 3Y | +226.8% | +48.2% | +178.6% | +153.9% |
| 5Y | +251.2% | +172.3% | +79.0% | +90.3% |
| 10Y | +1,567.6% | +222.3% | +1,345.4% | +652.2% |
| All | +2,550.6% | +1,143.7% | +1,406.9% | +354.7% |
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