+167.0%
CVX vs SCCO
+303.5%
-136.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -2.7% | +5.3% | +3.0% |
| 30D | +9.8% | -0.7% | +10.5% | +9.6% |
| 3M | +16.2% | +8.1% | +8.1% | +13.8% |
| 6M | +13.6% | +4.1% | +9.5% | +10.8% |
| YTD | +44.4% | +41.1% | +3.2% | +28.4% |
| 1Y | +40.6% | +95.6% | -55.0% | +13.5% |
| 3Y | +48.2% | +179.3% | -131.1% | +2.9% |
| All | +167.0% | +303.5% | -136.5% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling