+166.0%
CVX vs SAN
+381.9%
-216.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | -0.6% | +3.3% | -3.9% | -1.1% |
| 30D | +13.4% | +1.1% | +12.4% | +13.2% |
| 3M | +11.8% | +22.2% | -10.4% | +7.8% |
| 6M | +12.4% | +36.0% | -23.6% | +5.4% |
| YTD | +41.5% | +28.2% | +13.3% | +33.6% |
| 1Y | +41.6% | +54.1% | -12.5% | +27.7% |
| 3Y | +42.2% | +354.2% | -312.0% | -2.5% |
| 5Y | +166.0% | +387.3% | -221.3% | +67.8% |
| All | +166.0% | +381.9% | -216.0% | +67.8% |
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