+249.4%
CVX vs SNOW
+34.6%
+214.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.7% | -7.5% | +8.2% | +0.9% |
| 30D | +9.1% | -1.3% | +10.5% | +9.1% |
| 3M | +13.1% | +37.4% | -24.4% | +11.8% |
| 6M | +16.3% | +88.1% | -71.8% | +13.3% |
| YTD | +43.5% | +50.3% | -6.8% | +40.8% |
| 1Y | +40.2% | +46.0% | -5.8% | +37.5% |
| 3Y | +44.2% | +98.7% | -54.4% | +38.2% |
| 5Y | +170.6% | +3.5% | +167.1% | +158.1% |
| All | +249.4% | +34.6% | +214.8% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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