+1,139.1%
CVX vs SBAC
+2,173.2%
-1,034.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +1.6% |
| 7D | +1.6% | -3.4% | +5.0% | +1.9% |
| 30D | -0.6% | +2.6% | -3.2% | -0.9% |
| 3M | +11.0% | +2.6% | +8.4% | +10.6% |
| 6M | +18.4% | -11.5% | +30.0% | +19.6% |
| YTD | +45.9% | -1.6% | +47.5% | +45.2% |
| 1Y | +46.7% | -5.1% | +51.8% | +46.5% |
| 3Y | +71.6% | -9.3% | +80.9% | +70.9% |
| 5Y | +131.4% | -41.0% | +172.4% | +139.0% |
| 10Y | +209.3% | +108.0% | +101.3% | +182.8% |
| All | +1,139.1% | +2,173.2% | -1,034.0% | +772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling