+167.0%
CVX vs SPOT
+267.2%
-100.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.7% | -3.0% | +1.3% | -1.4% |
| 30D | -0.8% | +15.2% | -16.0% | -2.2% |
| 3M | +9.4% | +21.6% | -12.2% | +7.3% |
| 6M | +17.5% | +45.2% | -27.7% | +13.2% |
| YTD | +43.8% | +4.9% | +39.0% | +42.0% |
| 1Y | +41.9% | -4.8% | +46.6% | +41.3% |
| 3Y | +69.1% | +256.3% | -187.1% | +44.3% |
| 5Y | +128.3% | +120.2% | +8.1% | +100.1% |
| All | +167.0% | +267.2% | -100.2% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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