+198.8%
CVX vs SM
+4.2%
+194.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -6.2% | -19.5% | +13.3% | -1.9% |
| 30D | -0.4% | -20.2% | +19.9% | +4.5% |
| 3M | +9.3% | -6.5% | +15.8% | +10.4% |
| 6M | +18.4% | +1.6% | +16.8% | +17.0% |
| YTD | +42.5% | +61.2% | -18.8% | +26.4% |
| 1Y | +41.0% | +65.4% | -24.3% | +24.3% |
| 3Y | +67.5% | -13.0% | +80.5% | +64.8% |
| 5Y | +126.1% | -4.3% | +130.4% | +111.3% |
| 10Y | +198.8% | +3.0% | +195.7% | +77.0% |
| All | +198.8% | +4.2% | +194.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling