+242.5%
CVX vs SNOW
+37.6%
+204.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.1% |
| 7D | +3.3% | +2.8% | +0.5% | +3.2% |
| 30D | +12.9% | +6.4% | +6.5% | +12.6% |
| 3M | +11.7% | +38.1% | -26.4% | +10.5% |
| 6M | +14.1% | +100.4% | -86.2% | +11.0% |
| YTD | +40.7% | +53.7% | -13.0% | +38.0% |
| 1Y | +37.5% | +52.0% | -14.5% | +34.7% |
| 3Y | +43.9% | +114.7% | -70.7% | +37.5% |
| 5Y | +161.5% | +8.8% | +152.7% | +149.1% |
| All | +242.5% | +37.6% | +204.9% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling