+157.7%
CVX vs SE
+589.8%
-432.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +3.3% | -6.1% | +9.4% | +3.8% |
| 30D | +12.9% | -2.5% | +15.3% | +12.9% |
| 3M | +11.7% | +21.7% | -10.0% | +9.6% |
| 6M | +14.1% | +27.0% | -12.9% | +11.2% |
| YTD | +40.7% | -12.1% | +52.8% | +41.0% |
| 1Y | +37.5% | -40.9% | +78.4% | +42.4% |
| 3Y | +43.9% | +191.0% | -147.1% | +26.6% |
| 5Y | +161.5% | -68.3% | +229.7% | +174.0% |
| All | +157.7% | +589.8% | -432.1% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling