+374.9%
V vs CVX
+220.5%
+154.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.3% |
| 30D | +1.2% | +9.1% | -7.9% | -2.1% |
| 3M | +13.9% | +13.1% | +0.8% | +8.4% |
| 6M | +17.2% | +16.3% | +1.0% | +9.9% |
| YTD | +5.3% | +43.5% | -38.2% | -9.4% |
| 1Y | +9.5% | +40.2% | -30.7% | -5.2% |
| 3Y | +51.9% | +44.2% | +7.7% | +27.7% |
| 5Y | +69.6% | +170.6% | -101.0% | +3.2% |
| All | +374.9% | +220.5% | +154.4% | +156.3% |
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 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