+46.7%
CVX vs SN
+496.6%
-449.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +13.4% | -5.6% | +19.0% | +13.6% |
| 3M | +11.8% | +48.1% | -36.2% | +9.5% |
| 6M | +12.4% | +57.6% | -45.2% | +9.4% |
| YTD | +41.5% | +56.5% | -15.0% | +37.4% |
| 1Y | +41.6% | +52.6% | -11.0% | +37.7% |
| 3Y | +42.2% | +412.0% | -369.7% | +27.2% |
| All | +46.7% | +496.6% | -449.9% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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