+162.6%
CVX vs SAP
+55.2%
+107.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +3.3% | -2.9% | +6.2% | +3.6% |
| 30D | +12.9% | +9.0% | +3.9% | +12.0% |
| 3M | +11.7% | +14.9% | -3.2% | +10.4% |
| 6M | +14.1% | +11.9% | +2.2% | +12.9% |
| YTD | +40.7% | -9.9% | +50.6% | +42.1% |
| 1Y | +37.5% | -19.5% | +57.0% | +40.7% |
| 3Y | +43.9% | +61.8% | -17.9% | +31.8% |
| All | +162.6% | +55.2% | +107.4% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling