+74.4%
TSLA vs CVX
+74.1%
+0.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.2% |
| 7D | +8.9% | +3.4% | +5.5% | +8.0% |
| 30D | +6.3% | -1.0% | +7.2% | +6.4% |
| 3M | +14.8% | +12.2% | +2.6% | +11.2% |
| 6M | -12.4% | +20.3% | -32.7% | -17.1% |
| YTD | -13.2% | +48.3% | -61.5% | -28.0% |
| 1Y | -2.9% | +46.9% | -49.8% | -19.1% |
| 3Y | +74.4% | +73.1% | +1.3% | +30.4% |
| All | +74.4% | +74.1% | +0.3% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling