+3,921.7%
CVX vs SPY
+3,015.5%
+906.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -6.2% | -0.6% | -5.6% | -6.0% |
| 30D | -0.4% | -3.7% | +3.3% | +2.4% |
| 3M | +9.3% | -2.7% | +12.1% | +11.2% |
| 6M | +18.4% | +2.2% | +16.2% | +14.8% |
| YTD | +42.5% | +10.8% | +31.6% | +28.0% |
| 1Y | +41.0% | +11.2% | +29.8% | +26.2% |
| 3Y | +67.5% | +76.5% | -9.0% | -0.2% |
| 5Y | +126.1% | +72.9% | +53.2% | +33.9% |
| 10Y | +198.8% | +304.8% | -106.1% | -10.6% |
| All | +3,921.7% | +3,015.5% | +906.2% | +183.9% |
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 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