+182.0%
CVX vs SNAP
-77.9%
+259.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +1.0% | -5.0% | +6.0% | +1.2% |
| 30D | +10.7% | -0.7% | +11.4% | +10.6% |
| 3M | +15.5% | -5.0% | +20.5% | +15.4% |
| 6M | +14.9% | +3.5% | +11.4% | +13.8% |
| YTD | +44.2% | -34.2% | +78.4% | +46.7% |
| 1Y | +43.5% | -27.1% | +70.6% | +44.7% |
| 3Y | +45.0% | -43.5% | +88.4% | +44.6% |
| 5Y | +172.2% | -92.9% | +265.0% | +196.5% |
| All | +182.0% | -77.9% | +259.9% | +141.3% |
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