+178.0%
CVX vs SNAP
-79.0%
+257.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -7.5% | -7.3% | -0.1% | -7.1% |
| 30D | -0.6% | -18.9% | +18.4% | +0.4% |
| 3M | +14.0% | -5.3% | +19.2% | +13.9% |
| 6M | +18.1% | -16.9% | +35.1% | +18.6% |
| YTD | +42.2% | -37.4% | +79.6% | +44.7% |
| 1Y | +41.3% | -38.5% | +79.8% | +43.9% |
| 3Y | +68.3% | -55.1% | +123.4% | +70.2% |
| 5Y | +122.0% | -90.8% | +212.8% | +137.3% |
| All | +178.0% | -79.0% | +257.0% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling