+2,495.0%
CVX vs SAP
+2,233.8%
+261.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +3.3% | -2.9% | +6.2% | +3.9% |
| 30D | +12.9% | +9.0% | +3.9% | +10.9% |
| 3M | +11.7% | +14.9% | -3.2% | +8.2% |
| 6M | +14.1% | +11.9% | +2.2% | +10.6% |
| YTD | +40.7% | -9.9% | +50.6% | +41.4% |
| 1Y | +37.5% | -19.5% | +57.0% | +41.0% |
| 3Y | +43.9% | +61.8% | -17.9% | +26.6% |
| 5Y | +161.5% | +56.2% | +105.3% | +128.4% |
| 10Y | +215.1% | +180.6% | +34.5% | +144.3% |
| All | +2,495.0% | +2,233.8% | +261.3% | +1,329.1% |
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