+152.2%
CVX vs S
-48.3%
+200.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | -0.8% | -7.3% | +6.5% | -0.7% |
| 3M | +9.4% | +5.9% | +3.5% | +9.1% |
| 6M | +17.5% | +45.6% | -28.1% | +16.2% |
| YTD | +43.8% | +58.5% | -14.7% | +41.7% |
| 1Y | +41.9% | +37.6% | +4.3% | +40.3% |
| 3Y | +69.1% | +51.7% | +17.5% | +65.5% |
| 5Y | +128.3% | -67.5% | +195.8% | +123.9% |
| All | +152.2% | -48.3% | +200.5% | +152.2% |
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