+755.3%
CVX vs SIMO
+2,080.4%
-1,325.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -0.7% |
| 7D | -9.7% | -22.0% | +12.3% | -7.2% |
| 30D | +3.6% | -43.0% | +46.7% | +10.2% |
| 3M | +13.3% | -39.1% | +52.5% | +18.5% |
| 6M | +16.9% | -33.3% | +50.2% | +18.6% |
| YTD | +43.4% | +77.0% | -33.6% | +24.1% |
| 1Y | +44.5% | +73.0% | -28.5% | +25.3% |
| 3Y | +64.0% | +215.7% | -151.8% | +27.3% |
| 5Y | +126.4% | +155.6% | -29.2% | +75.7% |
| 10Y | +209.4% | +388.4% | -179.0% | +109.6% |
| All | +755.3% | +2,080.4% | -1,325.1% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling