+64.0%
CVX vs SAP
+75.3%
-11.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | -0.1% |
| 7D | -9.7% | -0.7% | -9.1% | -9.7% |
| 30D | +3.6% | +11.1% | -7.5% | +3.4% |
| 3M | +13.3% | +17.0% | -3.7% | +12.8% |
| 6M | +16.9% | +34.8% | -18.0% | +15.8% |
| YTD | +43.4% | -2.2% | +45.6% | +44.3% |
| 1Y | +44.5% | -6.4% | +50.9% | +45.9% |
| 3Y | +64.0% | +75.1% | -11.2% | +57.3% |
| All | +64.0% | +75.3% | -11.3% | +57.3% |
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