+166.0%
CVX vs SIMO
+297.1%
-131.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.4% |
| 7D | -0.6% | +14.6% | -15.2% | -1.1% |
| 30D | +13.4% | +6.2% | +7.2% | +13.1% |
| 3M | +11.8% | +3.6% | +8.3% | +11.0% |
| 6M | +12.4% | +130.8% | -118.3% | +5.5% |
| YTD | +41.5% | +195.8% | -154.3% | +29.7% |
| 1Y | +41.6% | +225.0% | -183.4% | +28.2% |
| 3Y | +42.2% | +452.3% | -410.1% | +20.5% |
| 5Y | +166.0% | +303.6% | -137.6% | +130.6% |
| All | +166.0% | +297.1% | -131.2% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling