+217.2%
CVX vs SPY
+318.9%
-101.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +0.7% | -2.0% | +2.7% | +2.4% |
| 30D | +9.1% | -1.7% | +10.8% | +10.6% |
| 3M | +13.1% | +4.7% | +8.3% | +7.8% |
| 6M | +16.3% | +12.5% | +3.8% | +2.9% |
| YTD | +43.5% | +11.7% | +31.8% | +27.6% |
| 1Y | +40.2% | +17.5% | +22.7% | +18.4% |
| 3Y | +44.2% | +76.6% | -32.3% | -20.0% |
| 5Y | +170.6% | +82.0% | +88.6% | +41.1% |
| All | +217.2% | +318.9% | -101.6% | -29.9% |
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