+42.2%
CVX vs SAP
+56.7%
-14.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +13.4% | +2.6% | +10.9% | +13.3% |
| 3M | +11.8% | +16.3% | -4.4% | +11.4% |
| 6M | +12.4% | +6.4% | +6.1% | +12.4% |
| YTD | +41.5% | -11.4% | +52.9% | +42.6% |
| 1Y | +41.6% | -20.4% | +62.0% | +43.7% |
| 3Y | +42.2% | +56.5% | -14.3% | +43.5% |
| All | +42.2% | +56.7% | -14.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling