+166.0%
CVX vs SPY
+81.8%
+84.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | +13.4% | -0.9% | +14.4% | +13.9% |
| 3M | +11.8% | +3.9% | +7.9% | +9.4% |
| 6M | +12.4% | +14.5% | -2.1% | +4.1% |
| YTD | +41.5% | +12.9% | +28.6% | +31.9% |
| 1Y | +41.6% | +19.4% | +22.2% | +27.6% |
| 3Y | +42.2% | +78.5% | -36.2% | +0.7% |
| 5Y | +166.0% | +81.8% | +84.2% | +81.3% |
| All | +166.0% | +81.8% | +84.2% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling