+170.6%
CVX vs SPYM
+80.5%
+90.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | +9.1% | -1.6% | +10.8% | +9.9% |
| 3M | +13.1% | +4.7% | +8.3% | +10.1% |
| 6M | +16.3% | +12.6% | +3.7% | +8.5% |
| YTD | +43.5% | +11.8% | +31.7% | +34.3% |
| 1Y | +40.2% | +17.5% | +22.6% | +27.1% |
| 3Y | +44.2% | +77.0% | -32.7% | +2.1% |
| 5Y | +170.6% | +82.6% | +88.0% | +81.6% |
| All | +170.6% | +80.5% | +90.2% | +81.6% |
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