+1,336.9%
CVX vs SRE
+1,553.2%
-216.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -0.6% | +1.4% | -2.0% | -1.2% |
| 30D | +13.4% | +1.9% | +11.5% | +12.3% |
| 3M | +11.8% | -3.3% | +15.1% | +13.2% |
| 6M | +12.4% | -6.4% | +18.9% | +15.2% |
| YTD | +41.5% | -1.8% | +43.3% | +41.4% |
| 1Y | +41.6% | +10.7% | +30.9% | +33.6% |
| 3Y | +42.2% | +31.8% | +10.5% | +19.8% |
| 5Y | +166.0% | +49.2% | +116.8% | +109.6% |
| 10Y | +207.2% | +118.5% | +88.7% | +97.5% |
| All | +1,336.9% | +1,553.2% | -216.3% | +367.7% |
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 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