+219.2%
CVX vs SPXU
-99.6%
+318.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -0.1% |
| 7D | +2.6% | +2.5% | +0.1% | +3.4% |
| 30D | +9.8% | +4.2% | +5.6% | +11.2% |
| 3M | +16.2% | -9.3% | +25.5% | +13.0% |
| 6M | +13.6% | -30.7% | +44.3% | +2.0% |
| YTD | +44.4% | -28.1% | +72.5% | +31.3% |
| 1Y | +40.6% | -35.2% | +75.8% | +24.3% |
| 3Y | +48.2% | -79.9% | +128.1% | -2.9% |
| 5Y | +172.3% | -86.4% | +258.7% | +77.3% |
| All | +219.2% | -99.6% | +318.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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