+64.0%
CVX vs SN
+397.9%
-334.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -0.2% |
| 7D | -9.7% | +7.2% | -16.9% | -9.9% |
| 30D | +3.6% | +20.4% | -16.8% | +3.0% |
| 3M | +13.3% | +23.9% | -10.6% | +12.4% |
| 6M | +16.9% | +93.0% | -76.2% | +12.9% |
| YTD | +43.4% | +99.2% | -55.8% | +37.5% |
| 1Y | +44.5% | +142.6% | -98.1% | +35.1% |
| 3Y | +64.0% | +398.8% | -334.8% | +33.4% |
| All | +64.0% | +397.9% | -334.0% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling