+37.5%
CVX vs SMR
-76.3%
+113.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +3.3% | +4.4% | -1.1% | +3.5% |
| 30D | +12.9% | +3.4% | +9.5% | +13.1% |
| 3M | +11.7% | -19.2% | +30.9% | +11.8% |
| 6M | +14.1% | -22.6% | +36.8% | +14.7% |
| YTD | +40.7% | -31.5% | +72.2% | +41.8% |
| 1Y | +37.5% | -73.1% | +110.6% | +39.8% |
| All | +37.5% | -76.3% | +113.8% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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