+4,683.6%
CVX vs SAN
+2,116.5%
+2,567.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +3.3% | +1.8% | +1.6% | +2.8% |
| 30D | +12.9% | +2.0% | +10.9% | +12.2% |
| 3M | +11.7% | +19.7% | -8.0% | +5.4% |
| 6M | +14.1% | +30.6% | -16.5% | +3.8% |
| YTD | +40.7% | +28.8% | +11.8% | +27.6% |
| 1Y | +37.5% | +57.8% | -20.3% | +17.1% |
| 3Y | +43.9% | +338.1% | -294.2% | -11.6% |
| 5Y | +161.5% | +384.2% | -222.8% | +50.5% |
| 10Y | +215.1% | +353.1% | -138.0% | +79.1% |
| All | +4,683.6% | +2,116.5% | +2,567.2% | +2,099.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling