+219.2%
CVX vs SRE
+122.3%
+96.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +2.6% | -0.8% | +3.5% | +3.0% |
| 30D | +9.8% | -3.0% | +12.8% | +11.1% |
| 3M | +16.2% | -8.3% | +24.5% | +20.5% |
| 6M | +13.6% | -8.9% | +22.5% | +17.8% |
| YTD | +44.4% | -4.3% | +48.6% | +45.9% |
| 1Y | +40.6% | +2.7% | +37.9% | +37.0% |
| 3Y | +48.2% | +28.7% | +19.5% | +23.8% |
| 5Y | +172.3% | +47.1% | +125.1% | +109.3% |
| All | +219.2% | +122.3% | +96.9% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling