+2,220.6%
CVX vs SCCO
+35,670.2%
-33,449.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -0.8% |
| 7D | -0.6% | +3.4% | -4.0% | -1.6% |
| 30D | +13.4% | +6.6% | +6.8% | +11.0% |
| 3M | +11.8% | +24.5% | -12.7% | +3.7% |
| 6M | +12.4% | +16.5% | -4.1% | +4.1% |
| YTD | +41.5% | +52.1% | -10.6% | +19.5% |
| 1Y | +41.6% | +114.2% | -72.6% | +7.1% |
| 3Y | +42.2% | +207.4% | -165.2% | -6.9% |
| 5Y | +166.0% | +353.7% | -187.8% | +50.9% |
| 10Y | +207.2% | +1,144.5% | -937.3% | +27.1% |
| All | +2,220.6% | +35,670.2% | -33,449.6% | +523.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling