+2,664.3%
TSLA vs CVX
+222.5%
+2,441.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +3.2% | +2.6% | +0.6% | +2.2% |
| 30D | +11.6% | +9.8% | +1.8% | +7.6% |
| 3M | -8.4% | +16.2% | -24.6% | -14.1% |
| 6M | -10.4% | +13.6% | -24.0% | -16.1% |
| YTD | -18.7% | +44.4% | -63.1% | -31.4% |
| 1Y | -0.9% | +40.6% | -41.5% | -15.6% |
| 3Y | +33.6% | +48.2% | -14.6% | +9.8% |
| 5Y | +48.9% | +172.3% | -123.4% | -9.1% |
| All | +2,664.3% | +222.5% | +2,441.8% | +1,485.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling