+214.5%
CVX vs SSNC
+184.6%
+29.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +3.4% | +2.3% | +1.1% | +2.5% |
| 30D | -1.0% | -3.1% | +2.1% | -0.1% |
| 3M | +12.2% | -2.7% | +14.9% | +12.8% |
| 6M | +20.3% | +23.7% | -3.3% | +8.8% |
| YTD | +48.3% | -8.0% | +56.3% | +50.5% |
| 1Y | +46.9% | -4.7% | +51.6% | +46.6% |
| 3Y | +73.1% | +58.0% | +15.1% | +35.0% |
| 5Y | +135.2% | +8.0% | +127.2% | +113.4% |
| All | +214.5% | +184.6% | +29.9% | +119.8% |
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