+37.5%
CVX vs SCCO
+105.9%
-68.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +3.3% | -5.3% | +8.6% | +2.9% |
| 30D | +12.9% | +0.9% | +12.0% | +13.0% |
| 3M | +11.7% | +2.4% | +9.3% | +12.5% |
| 6M | +14.1% | -2.4% | +16.5% | +16.6% |
| YTD | +40.7% | +42.4% | -1.8% | +39.1% |
| 1Y | +37.5% | +105.6% | -68.2% | +38.2% |
| All | +37.5% | +105.9% | -68.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling