+151.4%
CVX vs S
-52.7%
+204.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -9.7% | -13.4% | +3.7% | -9.4% |
| 30D | +3.6% | -14.0% | +17.6% | +4.0% |
| 3M | +13.3% | +4.9% | +8.5% | +13.1% |
| 6M | +16.9% | +42.0% | -25.1% | +15.6% |
| YTD | +43.4% | +45.1% | -1.7% | +41.5% |
| 1Y | +44.5% | +33.1% | +11.4% | +42.9% |
| 3Y | +64.0% | +40.6% | +23.3% | +60.8% |
| 5Y | +126.4% | -67.5% | +193.9% | +122.8% |
| All | +151.4% | -52.7% | +204.1% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling