+2,926.4%
V vs CVX
+401.7%
+2,524.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -1.7% | +3.3% | -5.1% | -3.2% |
| 30D | +2.0% | +12.9% | -10.9% | -3.5% |
| 3M | +17.4% | +11.7% | +5.6% | +11.1% |
| 6M | +17.5% | +14.1% | +3.4% | +9.5% |
| YTD | +7.6% | +40.7% | -33.1% | -9.3% |
| 1Y | +7.7% | +37.5% | -29.8% | -8.5% |
| 3Y | +54.7% | +43.9% | +10.7% | +25.7% |
| 5Y | +73.0% | +161.5% | -88.4% | +0.2% |
| 10Y | +390.9% | +215.1% | +175.7% | +135.8% |
| All | +2,926.4% | +401.7% | +2,524.8% | +770.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling