+41.9%
CVX vs SNAP
-42.1%
+84.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.2% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +12.9% | +2.6% | +10.3% | +12.7% |
| 3M | +11.7% | -9.9% | +21.6% | +12.1% |
| 6M | +14.1% | +1.9% | +12.3% | +13.8% |
| YTD | +40.7% | -32.2% | +72.9% | +43.7% |
| 1Y | +37.5% | -22.8% | +60.3% | +38.7% |
| All | +41.9% | -42.1% | +84.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling