+4,743.7%
CVX vs SO
+6,358.4%
-1,614.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | -0.4% | +8.7% | -9.0% | -3.8% |
| 3M | +9.3% | +3.4% | +5.9% | +7.6% |
| 6M | +18.4% | +3.7% | +14.7% | +16.2% |
| YTD | +42.5% | +10.0% | +32.4% | +36.0% |
| 1Y | +41.0% | +6.6% | +34.5% | +36.3% |
| 3Y | +67.5% | +52.5% | +15.0% | +36.6% |
| 5Y | +126.1% | +76.1% | +50.1% | +70.7% |
| 10Y | +198.8% | +194.9% | +3.9% | +77.2% |
| All | +4,743.7% | +6,358.4% | -1,614.7% | +1,009.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling