+4,683.6%
CVX vs SO
+5,976.4%
-1,292.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +12.9% | -4.6% | +17.5% | +15.0% |
| 3M | +11.7% | -3.0% | +14.8% | +13.0% |
| 6M | +14.1% | -8.3% | +22.4% | +18.0% |
| YTD | +40.7% | +3.5% | +37.2% | +38.0% |
| 1Y | +37.5% | -0.9% | +38.4% | +37.1% |
| 3Y | +43.9% | +45.4% | -1.4% | +19.7% |
| 5Y | +161.5% | +59.6% | +101.8% | +105.9% |
| 10Y | +215.1% | +156.6% | +58.5% | +98.2% |
| All | +4,683.6% | +5,976.4% | -1,292.7% | +1,025.8% |
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