+3,066.4%
CVX vs SIRI
-18.6%
+3,085.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.9% |
| 7D | +1.0% | -3.9% | +4.9% | +1.1% |
| 30D | +10.7% | -0.8% | +11.5% | +10.7% |
| 3M | +15.5% | +4.3% | +11.2% | +15.2% |
| 6M | +14.9% | +34.1% | -19.2% | +13.3% |
| YTD | +44.2% | +47.3% | -3.1% | +41.6% |
| 1Y | +43.5% | +22.9% | +20.6% | +41.9% |
| 3Y | +45.0% | -24.6% | +69.5% | +44.9% |
| 5Y | +172.2% | -43.2% | +215.3% | +173.4% |
| 10Y | +221.9% | -12.3% | +234.2% | +219.2% |
| All | +3,066.4% | -18.6% | +3,085.0% | +2,959.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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