+721.7%
CVX vs SPYM
+829.4%
-107.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | 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% | +8.9% |
| 6M | +14.1% | +13.1% | +1.1% | +0.4% |
| YTD | +40.7% | +13.6% | +27.1% | +23.0% |
| 1Y | +37.5% | +20.1% | +17.4% | +13.8% |
| 3Y | +43.9% | +77.6% | -33.6% | -19.2% |
| 5Y | +161.5% | +82.5% | +78.9% | +39.2% |
| 10Y | +215.1% | +317.6% | -102.5% | -22.8% |
| All | +721.7% | +829.4% | -107.7% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling