+160.0%
CVX vs S
-51.7%
+211.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +3.4% | +2.0% | +1.4% | +3.4% |
| 30D | -1.0% | -2.7% | +1.7% | -0.9% |
| 3M | +12.2% | -6.9% | +19.1% | +12.2% |
| 6M | +20.3% | +38.1% | -17.7% | +19.1% |
| YTD | +48.3% | +48.0% | +0.3% | +46.3% |
| 1Y | +46.9% | +34.5% | +12.4% | +45.3% |
| 3Y | +73.1% | +38.3% | +34.8% | +69.8% |
| 5Y | +135.2% | -70.9% | +206.1% | +130.9% |
| All | +160.0% | -51.7% | +211.7% | +160.4% |
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