+4,743.7%
CVX vs SAN
+1,787.7%
+2,956.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -6.2% | +10.8% | -17.0% | -9.1% |
| 30D | -0.4% | -5.7% | +5.4% | +0.9% |
| 3M | +9.3% | -13.4% | +22.8% | +13.1% |
| 6M | +18.4% | +3.5% | +14.8% | +15.4% |
| YTD | +42.5% | +9.7% | +32.7% | +34.4% |
| 1Y | +41.0% | +20.9% | +20.2% | +29.1% |
| 3Y | +67.5% | +254.3% | -186.8% | +8.9% |
| 5Y | +126.1% | +304.2% | -178.1% | +36.4% |
| 10Y | +198.8% | +260.2% | -61.5% | +80.1% |
| All | +4,743.7% | +1,787.7% | +2,956.0% | +2,216.9% |
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