+48.0%
CVX vs SMR
+81.4%
-33.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.0% |
| 7D | +1.0% | +13.1% | -12.1% | +0.7% |
| 30D | +10.7% | +17.8% | -7.1% | +10.3% |
| 3M | +15.5% | +8.1% | +7.4% | +15.1% |
| 6M | +14.9% | -11.1% | +26.0% | +14.7% |
| YTD | +44.2% | -23.7% | +67.9% | +44.2% |
| 1Y | +43.5% | -69.4% | +112.9% | +46.4% |
| All | +48.0% | +81.4% | -33.4% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling