+261.1%
CVX vs SNOW
+18.8%
+242.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.7% |
| 7D | +3.4% | +5.5% | -2.1% | +3.3% |
| 30D | -1.0% | -13.2% | +12.2% | -0.6% |
| 3M | +12.2% | -13.7% | +25.9% | +12.5% |
| 6M | +20.3% | +91.0% | -70.6% | +17.2% |
| YTD | +48.3% | +32.7% | +15.6% | +45.9% |
| 1Y | +46.9% | +13.3% | +33.6% | +45.3% |
| 3Y | +73.1% | +83.4% | -10.3% | +66.1% |
| 5Y | +135.2% | -24.7% | +159.9% | +125.3% |
| All | +261.1% | +18.8% | +242.3% | +246.8% |
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