+130.0%
CVX vs SPYM
+72.6%
+57.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +3.4% | +2.6% | +0.9% | +2.3% |
| 30D | -1.0% | -2.0% | +1.0% | -0.2% |
| 3M | +12.2% | -2.8% | +15.0% | +13.3% |
| 6M | +20.3% | +2.2% | +18.2% | +18.3% |
| YTD | +48.3% | +11.5% | +36.8% | +38.8% |
| 1Y | +46.9% | +13.5% | +33.4% | +36.0% |
| 3Y | +73.1% | +78.0% | -4.9% | +22.6% |
| All | +130.0% | +72.6% | +57.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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