+221.9%
CVX vs SO
+155.9%
+66.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +1.0% | 0.0% | +0.9% | +0.9% |
| 30D | +10.7% | -2.5% | +13.1% | +11.8% |
| 3M | +15.5% | -4.2% | +19.7% | +17.4% |
| 6M | +14.9% | -7.7% | +22.5% | +18.5% |
| YTD | +44.2% | +3.8% | +40.4% | +41.2% |
| 1Y | +43.5% | +0.1% | +43.5% | +42.4% |
| 3Y | +45.0% | +44.2% | +0.8% | +19.3% |
| 5Y | +172.2% | +57.9% | +114.3% | +110.6% |
| 10Y | +221.9% | +162.0% | +59.9% | +112.5% |
| All | +221.9% | +155.9% | +66.0% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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