+1,094.8%
CVX vs SBAC
+2,208.1%
-1,113.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +12.9% | +6.9% | +6.0% | +12.1% |
| 3M | +11.7% | -8.2% | +19.9% | +12.6% |
| 6M | +14.1% | -1.6% | +15.8% | +13.8% |
| YTD | +40.7% | -0.1% | +40.8% | +40.0% |
| 1Y | +37.5% | -0.5% | +38.0% | +36.8% |
| 3Y | +43.9% | -9.1% | +53.0% | +43.4% |
| 5Y | +161.5% | -43.8% | +205.3% | +171.6% |
| 10Y | +215.1% | +80.5% | +134.6% | +192.0% |
| All | +1,094.8% | +2,208.1% | -1,113.4% | +740.7% |
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