-0.9%
TSLA vs CVX
+42.2%
-43.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.7% |
| 7D | +3.2% | +2.6% | +0.6% | +4.0% |
| 30D | +11.6% | +9.8% | +1.8% | +14.8% |
| 3M | -8.4% | +16.2% | -24.6% | -2.6% |
| 6M | -10.4% | +13.6% | -24.0% | -5.9% |
| YTD | -18.7% | +44.4% | -63.1% | -18.9% |
| 1Y | -0.9% | +40.6% | -41.5% | -2.8% |
| All | -0.9% | +42.2% | -43.1% | -2.8% |
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