+166.0%
CVX vs SM
+111.2%
+54.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +13.4% | +31.5% | -18.1% | +3.6% |
| 3M | +11.8% | +17.3% | -5.5% | +5.4% |
| 6M | +12.4% | +48.5% | -36.1% | -2.6% |
| YTD | +41.5% | +106.3% | -64.8% | +9.6% |
| 1Y | +41.6% | +47.3% | -5.7% | +21.4% |
| 3Y | +42.2% | -1.4% | +43.7% | +32.4% |
| 5Y | +166.0% | +114.0% | +51.9% | +92.3% |
| All | +166.0% | +111.2% | +54.7% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling