+164.1%
CVX vs SE
+569.0%
-404.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.2% |
| 7D | +1.0% | -3.6% | +4.6% | +1.2% |
| 30D | +10.7% | -5.3% | +16.0% | +10.9% |
| 3M | +15.5% | +28.1% | -12.6% | +12.8% |
| 6M | +14.9% | +20.7% | -5.8% | +12.4% |
| YTD | +44.2% | -14.8% | +59.0% | +44.9% |
| 1Y | +43.5% | -43.6% | +87.1% | +49.2% |
| 3Y | +45.0% | +184.2% | -139.2% | +27.7% |
| 5Y | +172.2% | -66.3% | +238.5% | +182.5% |
| All | +164.1% | +569.0% | -404.9% | +70.0% |
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