+45.9%
CVX vs SN
+490.7%
-444.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | +3.3% | -9.3% | +12.7% | +3.7% |
| 30D | +12.9% | -4.8% | +17.7% | +13.0% |
| 3M | +11.7% | +40.4% | -28.7% | +9.6% |
| 6M | +14.1% | +50.9% | -36.8% | +11.4% |
| YTD | +40.7% | +54.9% | -14.3% | +36.7% |
| 1Y | +37.5% | +43.0% | -5.5% | +34.5% |
| 3Y | +43.9% | +391.8% | -347.9% | +28.8% |
| All | +45.9% | +490.7% | -444.8% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling