+214.5%
CVX vs SAP
+237.3%
-22.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -1.0% | +6.5% | -7.5% | -2.8% |
| 3M | +12.2% | +12.2% | 0.0% | +8.4% |
| 6M | +20.3% | +46.1% | -25.7% | +7.3% |
| YTD | +48.3% | -1.6% | +49.9% | +46.6% |
| 1Y | +46.9% | -5.1% | +52.0% | +46.8% |
| 3Y | +73.1% | +68.4% | +4.8% | +36.0% |
| 5Y | +135.2% | +79.4% | +55.8% | +75.9% |
| All | +214.5% | +237.3% | -22.7% | +79.4% |
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