+277.3%
CVX vs SPMO
+575.8%
-298.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -0.6% | +3.4% | -4.0% | -2.5% |
| 30D | +13.4% | +0.5% | +12.9% | +12.9% |
| 3M | +11.8% | +1.9% | +9.9% | +8.6% |
| 6M | +12.4% | +27.8% | -15.4% | -6.9% |
| YTD | +41.5% | +26.7% | +14.8% | +17.6% |
| 1Y | +41.6% | +28.9% | +12.7% | +15.9% |
| 3Y | +42.2% | +160.7% | -118.4% | -32.5% |
| 5Y | +166.0% | +150.2% | +15.8% | +29.2% |
| 10Y | +207.2% | +517.5% | -310.3% | -10.5% |
| All | +277.3% | +575.8% | -298.5% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling