+41.9%
CVX vs S
+16.9%
+25.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +3.3% | -7.7% | +11.0% | +3.5% |
| 30D | +12.9% | -5.3% | +18.2% | +12.9% |
| 3M | +11.7% | +20.3% | -8.5% | +11.2% |
| 6M | +14.1% | +47.4% | -33.2% | +12.9% |
| YTD | +40.7% | +32.5% | +8.2% | +39.5% |
| 1Y | +37.5% | +9.5% | +28.0% | +37.1% |
| All | +41.9% | +16.9% | +25.0% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling