+43.5%
CVX vs SAN
+53.7%
-10.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.7% |
| 7D | +1.0% | -0.5% | +1.4% | +0.9% |
| 30D | +10.7% | -0.1% | +10.7% | +10.7% |
| 3M | +15.5% | +19.6% | -4.2% | +19.9% |
| 6M | +14.9% | +32.7% | -17.8% | +21.0% |
| YTD | +44.2% | +26.7% | +17.5% | +49.8% |
| 1Y | +43.5% | +51.6% | -8.1% | +45.7% |
| All | +43.5% | +53.7% | -10.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling