+75.6%
CVX vs SMR
-53.6%
+129.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +1.7% |
| 7D | +3.4% | -8.3% | +11.7% | +3.6% |
| 30D | -1.0% | -20.1% | +19.1% | -0.5% |
| 3M | +12.2% | -52.7% | +64.9% | +14.2% |
| 6M | +20.3% | -61.0% | +81.4% | +22.8% |
| YTD | +48.3% | -67.1% | +115.4% | +51.3% |
| 1Y | +46.9% | -79.9% | +126.8% | +52.6% |
| 3Y | +73.1% | +101.7% | -28.6% | +34.4% |
| All | +75.6% | -53.6% | +129.2% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling