+180.4%
CVX vs SNAP
-79.3%
+259.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | -9.7% | -7.1% | -2.6% | -9.4% |
| 30D | +3.6% | -14.6% | +18.3% | +4.4% |
| 3M | +13.3% | -5.0% | +18.3% | +13.3% |
| 6M | +16.9% | -18.8% | +35.7% | +17.5% |
| YTD | +43.4% | -38.5% | +81.9% | +46.1% |
| 1Y | +44.5% | -38.1% | +82.6% | +47.0% |
| 3Y | +64.0% | -53.8% | +117.7% | +65.4% |
| 5Y | +126.4% | -90.7% | +217.1% | +141.6% |
| All | +180.4% | -79.3% | +259.8% | +140.3% |
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 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