+48.8%
CVX vs SN
+453.9%
-405.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.4% |
| 7D | +0.7% | -7.2% | +7.9% | +0.9% |
| 30D | +9.1% | -13.4% | +22.5% | +9.6% |
| 3M | +13.1% | +26.8% | -13.7% | +11.5% |
| 6M | +16.3% | +44.6% | -28.3% | +13.5% |
| YTD | +43.5% | +45.3% | -1.8% | +39.7% |
| 1Y | +40.2% | +40.1% | 0.0% | +36.8% |
| 3Y | +44.2% | +375.3% | -331.0% | +29.3% |
| All | +48.8% | +453.9% | -405.1% | +33.6% |
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