+214.5%
CVX vs SO
+197.2%
+17.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | +3.4% | +1.4% | +2.1% | +2.8% |
| 30D | -1.0% | +4.7% | -5.7% | -3.0% |
| 3M | +12.2% | +1.7% | +10.5% | +11.2% |
| 6M | +20.3% | +2.2% | +18.2% | +18.8% |
| YTD | +48.3% | +10.0% | +38.3% | +41.4% |
| 1Y | +46.9% | +6.0% | +40.9% | +42.2% |
| 3Y | +73.1% | +54.1% | +19.0% | +38.2% |
| 5Y | +135.2% | +79.6% | +55.6% | +70.5% |
| All | +214.5% | +197.2% | +17.4% | +102.7% |
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