+431.4%
CVX vs SSNC
+1,082.2%
-650.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +3.3% | +0.6% | +2.7% | +3.1% |
| 30D | +12.9% | +6.0% | +6.8% | +10.5% |
| 3M | +11.7% | +21.0% | -9.3% | +3.8% |
| 6M | +14.1% | +12.1% | +2.1% | +8.5% |
| YTD | +40.7% | -3.2% | +43.9% | +40.3% |
| 1Y | +37.5% | -4.4% | +41.9% | +37.4% |
| 3Y | +43.9% | +51.6% | -7.7% | +19.6% |
| 5Y | +161.5% | +21.1% | +140.4% | +131.7% |
| 10Y | +215.1% | +177.7% | +37.4% | +106.9% |
| All | +431.4% | +1,082.2% | -650.8% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling