+167.2%
CVX vs SE
+358.6%
-191.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | -0.6% | -22.3% | +21.7% | +1.1% |
| 3M | +11.0% | -41.8% | +52.8% | +15.3% |
| 6M | +18.4% | -22.4% | +40.8% | +19.9% |
| YTD | +45.9% | -41.6% | +87.5% | +50.5% |
| 1Y | +46.7% | -48.0% | +94.7% | +52.7% |
| 3Y | +71.6% | +63.9% | +7.7% | +58.0% |
| 5Y | +131.4% | -78.2% | +209.6% | +148.9% |
| All | +167.2% | +358.6% | -191.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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