+219.2%
CVX vs SPMO
+517.6%
-298.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +2.6% | -0.9% | +3.6% | +3.2% |
| 30D | +9.8% | -1.9% | +11.7% | +10.9% |
| 3M | +16.2% | -1.4% | +17.6% | +15.2% |
| 6M | +13.6% | +25.5% | -11.9% | -5.5% |
| YTD | +44.4% | +24.8% | +19.5% | +20.2% |
| 1Y | +40.6% | +24.5% | +16.1% | +16.9% |
| 3Y | +48.2% | +157.1% | -108.9% | -31.2% |
| 5Y | +172.3% | +149.5% | +22.8% | +28.6% |
| All | +219.2% | +517.6% | -298.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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