+166.0%
CVX vs SE
-67.4%
+233.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.6% |
| 30D | +13.4% | -0.1% | +13.5% | +13.3% |
| 3M | +11.8% | +34.1% | -22.3% | +10.1% |
| 6M | +12.4% | +23.2% | -10.8% | +11.0% |
| YTD | +41.5% | -11.2% | +52.7% | +42.0% |
| 1Y | +41.6% | -40.5% | +82.1% | +45.2% |
| 3Y | +42.2% | +196.3% | -154.0% | +31.8% |
| 5Y | +166.0% | -67.0% | +233.0% | +161.8% |
| All | +166.0% | -67.4% | +233.4% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling