+219.2%
CVX vs SCHG
+459.0%
-239.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.1% |
| 7D | +2.6% | -1.0% | +3.7% | +3.2% |
| 30D | +9.8% | -1.3% | +11.1% | +10.5% |
| 3M | +16.2% | +5.4% | +10.8% | +12.3% |
| 6M | +13.6% | +14.4% | -0.8% | +4.0% |
| YTD | +44.4% | +8.0% | +36.3% | +36.4% |
| 1Y | +40.6% | +12.7% | +27.9% | +29.0% |
| 3Y | +48.2% | +85.6% | -37.4% | -3.4% |
| 5Y | +172.3% | +85.5% | +86.8% | +71.6% |
| All | +219.2% | +459.0% | -239.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling