+64.0%
CVX vs SO
+45.4%
+18.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -9.7% | -1.5% | -8.3% | -9.5% |
| 30D | +3.6% | +8.1% | -4.4% | +2.5% |
| 3M | +13.3% | +0.2% | +13.1% | +13.2% |
| 6M | +16.9% | +0.4% | +16.5% | +16.8% |
| YTD | +43.4% | +8.5% | +34.9% | +41.9% |
| 1Y | +44.5% | +4.9% | +39.6% | +43.5% |
| 3Y | +64.0% | +47.9% | +16.1% | +56.6% |
| All | +64.0% | +45.4% | +18.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling