+47.3%
CVX vs SCCO
+178.0%
-130.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | 0.0% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | +9.1% | -0.2% | +9.3% | +9.0% |
| 3M | +13.1% | +17.8% | -4.7% | +11.1% |
| 6M | +16.3% | +2.3% | +14.0% | +15.6% |
| YTD | +43.5% | +41.6% | +1.9% | +32.9% |
| 1Y | +40.2% | +101.9% | -61.7% | +20.2% |
| All | +47.3% | +178.0% | -130.7% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling