+766.2%
CVX vs SPYM
+812.4%
-46.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +3.4% | +2.6% | +0.9% | +1.0% |
| 30D | -1.0% | -2.0% | +1.0% | +0.4% |
| 3M | +12.2% | -2.8% | +15.0% | +14.3% |
| 6M | +20.3% | +2.2% | +18.2% | +16.4% |
| YTD | +48.3% | +11.5% | +36.8% | +31.1% |
| 1Y | +46.9% | +13.5% | +33.4% | +27.6% |
| 3Y | +73.1% | +78.0% | -4.9% | -3.5% |
| 5Y | +135.2% | +73.1% | +62.1% | +31.1% |
| 10Y | +214.4% | +310.9% | -96.5% | -22.3% |
| All | +766.2% | +812.4% | -46.2% | +4.7% |
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