+42.2%
CVX vs SBAC
-9.5%
+51.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +13.4% | +3.2% | +10.2% | +13.3% |
| 3M | +11.8% | -5.1% | +16.9% | +12.0% |
| 6M | +12.4% | -2.1% | +14.5% | +12.3% |
| YTD | +41.5% | -0.5% | +42.0% | +41.1% |
| 1Y | +41.6% | +1.1% | +40.5% | +41.1% |
| 3Y | +42.2% | -7.4% | +49.7% | +41.5% |
| All | +42.2% | -9.5% | +51.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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