+1,111.7%
CVX vs SNY
+241.9%
+869.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -3.3% | +5.9% | +4.0% |
| 30D | +9.8% | -2.2% | +12.0% | +10.7% |
| 3M | +16.2% | -3.0% | +19.2% | +17.2% |
| 6M | +13.6% | +2.7% | +10.9% | +11.4% |
| YTD | +44.4% | -6.8% | +51.2% | +46.9% |
| 1Y | +40.6% | -5.3% | +45.9% | +41.4% |
| 3Y | +48.2% | -9.8% | +58.0% | +47.0% |
| 5Y | +172.3% | +9.7% | +162.6% | +141.0% |
| 10Y | +222.3% | +64.5% | +157.8% | +132.4% |
| All | +1,111.7% | +241.9% | +869.8% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling