+185.4%
CVX vs SNAP
-78.3%
+263.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.6% |
| 7D | +1.6% | +2.6% | -0.9% | +1.4% |
| 30D | -0.6% | -19.6% | +18.9% | +0.4% |
| 3M | +11.0% | +0.4% | +10.6% | +10.6% |
| 6M | +18.4% | -5.9% | +24.4% | +18.1% |
| YTD | +45.9% | -35.3% | +81.2% | +48.2% |
| 1Y | +46.7% | -42.6% | +89.2% | +50.1% |
| 3Y | +71.6% | -53.9% | +125.5% | +73.2% |
| 5Y | +131.4% | -90.3% | +221.7% | +146.5% |
| All | +185.4% | -78.3% | +263.6% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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