+67.7%
V vs CVX
+172.5%
-104.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.7% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | +1.9% | +10.7% | -8.8% | -0.1% |
| 3M | +13.2% | +15.5% | -2.2% | +9.9% |
| 6M | +16.7% | +14.9% | +1.8% | +13.1% |
| YTD | +5.4% | +44.2% | -38.8% | -3.2% |
| 1Y | +7.7% | +43.5% | -35.9% | -1.2% |
| 3Y | +52.0% | +45.0% | +7.0% | +37.9% |
| 5Y | +67.7% | +172.2% | -104.4% | +14.4% |
| All | +67.7% | +172.5% | -104.7% | +14.4% |
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