+52.5%
V vs CVX
+42.1%
+10.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +1.9% | +13.4% | -11.6% | -0.1% |
| 3M | +15.5% | +11.8% | +3.7% | +13.5% |
| 6M | +16.6% | +12.4% | +4.2% | +14.1% |
| YTD | +5.7% | +41.5% | -35.8% | -1.5% |
| 1Y | +8.6% | +41.6% | -33.0% | +0.9% |
| 3Y | +52.5% | +42.2% | +10.3% | +37.9% |
| All | +52.5% | +42.1% | +10.4% | +37.9% |
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