+48.0%
CVX vs SRE
+30.8%
+17.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.0% | +1.5% | -0.5% | +0.6% |
| 30D | +10.7% | +0.8% | +9.8% | +10.3% |
| 3M | +15.5% | -5.8% | +21.3% | +16.9% |
| 6M | +14.9% | -7.8% | +22.7% | +16.7% |
| YTD | +44.2% | -2.4% | +46.6% | +44.3% |
| 1Y | +43.5% | +8.9% | +34.6% | +39.6% |
| All | +48.0% | +30.8% | +17.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling