+484.0%
V vs CVX
+215.8%
+268.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | +0.9% | +3.4% | -2.5% | -0.3% |
| 30D | +9.0% | -1.0% | +9.9% | +9.1% |
| 3M | +16.7% | +12.2% | +4.5% | +11.4% |
| 6M | +33.4% | +20.3% | +13.1% | +23.5% |
| YTD | +22.4% | +48.3% | -25.9% | +3.6% |
| 1Y | +27.7% | +46.9% | -19.2% | +8.4% |
| 3Y | +78.0% | +73.1% | +4.9% | +39.0% |
| 5Y | +108.5% | +135.2% | -26.7% | +35.6% |
| All | +484.0% | +215.8% | +268.2% | +232.0% |
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