+160.9%
CVX vs SE
+372.6%
-211.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -6.2% | 0.0% | -6.3% | -6.3% |
| 30D | -0.4% | -19.4% | +19.0% | +1.1% |
| 3M | +9.3% | -33.1% | +42.4% | +12.3% |
| 6M | +18.4% | -11.4% | +29.8% | +18.5% |
| YTD | +42.5% | -39.8% | +82.3% | +46.6% |
| 1Y | +41.0% | -50.5% | +91.5% | +47.5% |
| 3Y | +67.5% | +68.9% | -1.4% | +53.9% |
| 5Y | +126.1% | -77.1% | +203.2% | +142.1% |
| All | +160.9% | +372.6% | -211.7% | +72.1% |
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