+40.6%
CVX vs SITM
+155.7%
-115.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.9% |
| 7D | +2.6% | +3.9% | -1.2% | +2.8% |
| 30D | +9.8% | -6.6% | +16.4% | +9.6% |
| 3M | +16.2% | -11.9% | +28.1% | +15.8% |
| 6M | +13.6% | +81.1% | -67.5% | +17.2% |
| YTD | +44.4% | +80.0% | -35.6% | +49.4% |
| 1Y | +40.6% | +145.8% | -105.2% | +45.8% |
| All | +40.6% | +155.7% | -115.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling