+739.2%
CVX vs SIMO
+3,332.4%
-2,593.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.4% |
| 7D | +3.3% | +4.2% | -0.9% | +2.7% |
| 30D | +12.9% | +4.1% | +8.8% | +11.7% |
| 3M | +11.7% | -12.9% | +24.6% | +11.6% |
| 6M | +14.1% | +110.3% | -96.2% | -0.8% |
| YTD | +40.7% | +178.6% | -137.9% | +16.6% |
| 1Y | +37.5% | +220.0% | -182.5% | +11.1% |
| 3Y | +43.9% | +409.0% | -365.1% | +6.5% |
| 5Y | +161.5% | +277.3% | -115.9% | +95.9% |
| 10Y | +215.1% | +506.6% | -291.5% | +110.3% |
| All | +739.2% | +3,332.4% | -2,593.2% | +230.4% |
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