+73.1%
CVX vs SRE
+24.6%
+48.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | +3.4% | +1.8% | +1.7% | +3.0% |
| 30D | -1.0% | -3.0% | +2.0% | -0.3% |
| 3M | +12.2% | -7.3% | +19.4% | +13.9% |
| 6M | +20.3% | -11.9% | +32.2% | +23.5% |
| YTD | +48.3% | -7.9% | +56.2% | +50.3% |
| 1Y | +46.9% | -11.1% | +58.1% | +50.0% |
| 3Y | +73.1% | +24.8% | +48.3% | +58.0% |
| All | +73.1% | +24.6% | +48.5% | +58.0% |
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