+108.3%
V vs CVX
+133.8%
-25.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | +0.9% | +3.4% | -2.5% | +0.3% |
| 30D | +9.0% | -1.0% | +9.9% | +9.0% |
| 3M | +16.7% | +12.2% | +4.5% | +14.0% |
| 6M | +33.4% | +20.3% | +13.1% | +28.4% |
| YTD | +22.4% | +48.3% | -25.9% | +12.0% |
| 1Y | +27.7% | +46.9% | -19.2% | +17.1% |
| 3Y | +78.0% | +73.1% | +4.9% | +56.2% |
| All | +108.3% | +133.8% | -25.4% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling