+219.2%
CVX vs SSNC
+173.6%
+45.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | +2.6% | -4.0% | +6.7% | +4.3% |
| 30D | +9.8% | +0.5% | +9.3% | +9.4% |
| 3M | +16.2% | +18.9% | -2.7% | +7.4% |
| 6M | +13.6% | +10.8% | +2.8% | +7.6% |
| YTD | +44.4% | -7.1% | +51.5% | +46.5% |
| 1Y | +40.6% | -9.6% | +50.2% | +43.9% |
| 3Y | +48.2% | +51.1% | -2.9% | +18.4% |
| 5Y | +172.3% | +19.7% | +152.6% | +135.7% |
| All | +219.2% | +173.6% | +45.6% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling