+198.8%
CVX vs SAP
+222.2%
-23.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.6% |
| 7D | -6.2% | +1.5% | -7.7% | -6.7% |
| 30D | -0.4% | +8.8% | -9.2% | -2.7% |
| 3M | +9.3% | +12.1% | -2.8% | +5.7% |
| 6M | +18.4% | +34.6% | -16.2% | +8.0% |
| YTD | +42.5% | -2.1% | +44.6% | +41.0% |
| 1Y | +41.0% | -5.5% | +46.6% | +41.2% |
| 3Y | +67.5% | +67.4% | +0.1% | +31.7% |
| 5Y | +126.1% | +74.6% | +51.5% | +71.1% |
| 10Y | +198.8% | +224.0% | -25.3% | +68.8% |
| All | +198.8% | +222.2% | -23.4% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling