+151.6%
CVX vs S
-56.9%
+208.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +9.1% | -11.8% | +20.9% | +9.4% |
| 3M | +13.1% | +33.9% | -20.9% | +12.1% |
| 6M | +16.3% | +40.1% | -23.8% | +15.0% |
| YTD | +43.5% | +32.1% | +11.4% | +42.0% |
| 1Y | +40.2% | +11.0% | +29.1% | +39.3% |
| 3Y | +44.2% | +16.9% | +27.3% | +42.1% |
| 5Y | +170.6% | -68.9% | +239.5% | +167.5% |
| All | +151.6% | -56.9% | +208.5% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling