+64.0%
CVX vs SIMO
+214.6%
-150.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -0.2% |
| 7D | -9.7% | -22.0% | +12.3% | -9.4% |
| 30D | +3.6% | -43.0% | +46.7% | +4.4% |
| 3M | +13.3% | -39.1% | +52.5% | +14.0% |
| 6M | +16.9% | -33.3% | +50.2% | +16.4% |
| YTD | +43.4% | +77.0% | -33.6% | +33.5% |
| 1Y | +44.5% | +73.0% | -28.5% | +34.8% |
| 3Y | +64.0% | +215.7% | -151.8% | +36.2% |
| All | +64.0% | +214.6% | -150.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 3y: compounded portfolio wealth divided by compounded SIMO 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…
3y analysis · Full analysis span regression · 6 months rolling