+40.6%
CVX vs SRE
+4.6%
+36.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +2.6% | -0.8% | +3.5% | +2.7% |
| 30D | +9.8% | -3.0% | +12.8% | +10.2% |
| 3M | +16.2% | -8.3% | +24.5% | +17.5% |
| 6M | +13.6% | -8.9% | +22.5% | +15.0% |
| YTD | +44.4% | -4.3% | +48.6% | +44.8% |
| 1Y | +40.6% | +2.7% | +37.9% | +39.7% |
| All | +40.6% | +4.6% | +36.0% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling