+1,406.0%
CVX vs SRE
+1,451.4%
-45.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +3.4% | +1.8% | +1.7% | +2.6% |
| 30D | -1.0% | -3.0% | +2.0% | +0.4% |
| 3M | +12.2% | -7.3% | +19.4% | +15.6% |
| 6M | +20.3% | -11.9% | +32.2% | +26.6% |
| YTD | +48.3% | -7.9% | +56.2% | +52.3% |
| 1Y | +46.9% | -11.1% | +58.1% | +53.2% |
| 3Y | +73.1% | +24.8% | +48.3% | +49.4% |
| 5Y | +135.2% | +52.4% | +82.8% | +83.4% |
| 10Y | +214.4% | +127.9% | +86.5% | +98.6% |
| All | +1,406.0% | +1,451.4% | -45.4% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling