+122.0%
CVX vs SAN
+294.6%
-172.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -1.7% |
| 7D | -7.5% | +8.7% | -16.2% | -8.5% |
| 30D | -0.6% | -6.5% | +5.9% | +0.3% |
| 3M | +14.0% | -14.2% | +28.2% | +16.2% |
| 6M | +18.1% | +2.7% | +15.4% | +16.6% |
| YTD | +42.2% | +8.9% | +33.3% | +37.4% |
| 1Y | +41.3% | +23.4% | +17.9% | +32.6% |
| 3Y | +68.3% | +257.9% | -189.6% | +21.5% |
| 5Y | +122.0% | +297.8% | -175.7% | +51.5% |
| All | +122.0% | +294.6% | -172.5% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling