+9.5%
V vs CVX
+42.6%
-33.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | -0.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.0% |
| 30D | +1.2% | +9.1% | -7.9% | +1.8% |
| 3M | +13.9% | +13.1% | +0.8% | +14.7% |
| 6M | +17.2% | +16.3% | +1.0% | +18.6% |
| YTD | +5.3% | +43.5% | -38.2% | +9.1% |
| 1Y | +9.5% | +40.2% | -30.7% | +13.2% |
| All | +9.5% | +42.6% | -33.2% | +13.2% |
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