+221.9%
CVX vs SM
+16.0%
+205.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +10.7% | +20.3% | -9.6% | +6.2% |
| 3M | +15.5% | +22.9% | -7.4% | +10.0% |
| 6M | +14.9% | +47.8% | -32.9% | +4.6% |
| YTD | +44.2% | +107.5% | -63.3% | +21.5% |
| 1Y | +43.5% | +51.7% | -8.2% | +28.8% |
| 3Y | +45.0% | -0.9% | +45.8% | +38.7% |
| 5Y | +172.2% | +112.2% | +59.9% | +116.7% |
| 10Y | +221.9% | +20.3% | +201.6% | +83.8% |
| All | +221.9% | +16.0% | +205.9% | +83.8% |
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