+41.9%
CVX vs SO
+46.3%
-4.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.2% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +12.9% | -4.6% | +17.5% | +13.7% |
| 3M | +11.7% | -3.0% | +14.8% | +12.3% |
| 6M | +14.1% | -8.3% | +22.4% | +15.5% |
| YTD | +40.7% | +3.5% | +37.2% | +40.1% |
| 1Y | +37.5% | -0.9% | +38.4% | +37.6% |
| All | +41.9% | +46.3% | -4.4% | +33.0% |
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