+22,131.9%
TSLA vs CVX
+477.0%
+21,654.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.4% |
| 7D | +1.5% | +3.3% | -1.8% | +0.1% |
| 30D | +10.1% | +12.9% | -2.8% | +4.3% |
| 3M | -15.4% | +11.7% | -27.1% | -20.1% |
| 6M | -12.8% | +14.1% | -26.9% | -19.4% |
| YTD | -21.3% | +40.7% | -62.0% | -34.3% |
| 1Y | +4.6% | +37.5% | -32.9% | -12.0% |
| 3Y | +44.5% | +43.9% | +0.6% | +17.2% |
| 5Y | +44.8% | +161.5% | -116.7% | -15.6% |
| 10Y | +2,585.4% | +215.1% | +2,370.3% | +1,175.5% |
| All | +22,131.9% | +477.0% | +21,654.9% | +6,024.3% |
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 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