+214.5%
CVX vs SPY
+307.0%
-92.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +3.4% | +2.6% | +0.8% | +1.1% |
| 30D | -1.0% | -2.0% | +1.0% | +0.4% |
| 3M | +12.2% | -2.8% | +15.0% | +14.3% |
| 6M | +20.3% | +2.1% | +18.2% | +16.5% |
| YTD | +48.3% | +11.5% | +36.8% | +31.4% |
| 1Y | +46.9% | +13.5% | +33.4% | +27.9% |
| 3Y | +73.1% | +77.7% | -4.6% | -4.9% |
| 5Y | +135.2% | +72.6% | +62.6% | +30.1% |
| All | +214.5% | +307.0% | -92.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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