+140.2%
CVX vs SITM
+4,507.3%
-4,367.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -0.6% | +8.4% | -9.0% | -1.3% |
| 30D | +13.4% | -17.4% | +30.9% | +15.1% |
| 3M | +11.8% | -9.8% | +21.7% | +11.5% |
| 6M | +12.4% | +83.0% | -70.5% | +2.9% |
| YTD | +41.5% | +69.6% | -28.1% | +29.7% |
| 1Y | +41.6% | +144.9% | -103.3% | +23.2% |
| 3Y | +42.2% | +429.9% | -387.6% | +6.2% |
| 5Y | +166.0% | +169.2% | -3.2% | +98.4% |
| All | +140.2% | +4,507.3% | -4,367.1% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling