+3,871.8%
CVX vs SPY
+3,091.8%
+780.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +12.9% | +0.1% | +12.8% | +12.7% |
| 3M | +11.7% | +2.0% | +9.7% | +9.2% |
| 6M | +14.1% | +13.0% | +1.1% | +1.6% |
| YTD | +40.7% | +13.5% | +27.1% | +24.5% |
| 1Y | +37.5% | +20.0% | +17.5% | +15.9% |
| 3Y | +43.9% | +77.2% | -33.3% | -14.3% |
| 5Y | +161.5% | +81.9% | +79.6% | +49.0% |
| 10Y | +215.1% | +314.1% | -98.9% | -6.9% |
| All | +3,871.8% | +3,091.8% | +780.0% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling