+2,527.6%
CVX vs SAP
+2,435.9%
+91.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | -6.2% | +1.5% | -7.7% | -6.6% |
| 30D | -0.4% | +8.8% | -9.2% | -2.1% |
| 3M | +9.3% | +12.1% | -2.8% | +6.7% |
| 6M | +18.4% | +34.6% | -16.2% | +10.9% |
| YTD | +42.5% | -2.1% | +44.6% | +40.7% |
| 1Y | +41.0% | -5.5% | +46.6% | +40.2% |
| 3Y | +67.5% | +67.4% | +0.1% | +46.4% |
| 5Y | +126.1% | +74.6% | +51.5% | +93.1% |
| 10Y | +198.8% | +224.0% | -25.3% | +125.2% |
| All | +2,527.6% | +2,435.9% | +91.8% | +1,321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling