+167.0%
CVX vs SNY
+9.4%
+157.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -3.3% | +5.9% | +3.1% |
| 30D | +9.8% | -2.2% | +12.0% | +10.1% |
| 3M | +16.2% | -3.0% | +19.2% | +16.6% |
| 6M | +13.6% | +2.7% | +10.9% | +12.8% |
| YTD | +44.4% | -6.8% | +51.2% | +45.4% |
| 1Y | +40.6% | -5.3% | +45.9% | +41.0% |
| 3Y | +48.2% | -9.8% | +58.0% | +48.2% |
| All | +167.0% | +9.4% | +157.5% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling