+23,015.9%
TSLA vs CVX
+480.3%
+22,535.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.7% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | +12.0% | +13.4% | -1.4% | +5.9% |
| 3M | -10.0% | +11.8% | -21.8% | -15.0% |
| 6M | -7.2% | +12.4% | -19.6% | -13.6% |
| YTD | -18.1% | +41.5% | -59.6% | -31.8% |
| 1Y | +6.3% | +41.6% | -35.3% | -11.8% |
| 3Y | +48.2% | +42.2% | +5.9% | +20.9% |
| 5Y | +46.5% | +166.0% | -119.5% | -15.3% |
| 10Y | +2,698.1% | +207.2% | +2,490.9% | +1,251.1% |
| All | +23,015.9% | +480.3% | +22,535.7% | +6,252.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling