+498.2%
CVX vs SPXS
-100.0%
+598.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -0.9% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +12.9% | +0.8% | +12.1% | +13.2% |
| 3M | +11.7% | -4.7% | +16.4% | +10.2% |
| 6M | +14.1% | -29.6% | +43.8% | +2.3% |
| YTD | +40.7% | -29.8% | +70.5% | +26.3% |
| 1Y | +37.5% | -38.9% | +76.4% | +18.5% |
| 3Y | +43.9% | -79.6% | +123.6% | -6.4% |
| 5Y | +161.5% | -85.9% | +247.4% | +70.1% |
| 10Y | +215.1% | -99.5% | +314.6% | -8.1% |
| All | +498.2% | -100.0% | +598.2% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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