+170.6%
CVX vs SRE
+46.9%
+123.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +9.1% | -1.7% | +10.9% | +9.6% |
| 3M | +13.1% | -7.1% | +20.1% | +15.7% |
| 6M | +16.3% | -8.4% | +24.6% | +19.2% |
| YTD | +43.5% | -3.5% | +47.0% | +44.2% |
| 1Y | +40.2% | +5.4% | +34.8% | +36.0% |
| 3Y | +44.2% | +29.5% | +14.7% | +22.4% |
| 5Y | +170.6% | +48.3% | +122.3% | +113.2% |
| All | +170.6% | +46.9% | +123.7% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling