+198.8%
CVX vs STLD
+804.7%
-605.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.1% |
| 7D | -6.2% | -4.7% | -1.6% | -4.8% |
| 30D | -0.4% | -0.9% | +0.6% | -0.2% |
| 3M | +9.3% | -11.9% | +21.2% | +13.5% |
| 6M | +18.4% | +0.9% | +17.5% | +16.0% |
| YTD | +42.5% | +40.4% | +2.0% | +21.6% |
| 1Y | +41.0% | +56.6% | -15.5% | +15.3% |
| 3Y | +67.5% | +125.5% | -58.0% | +13.6% |
| 5Y | +126.1% | +292.8% | -166.7% | +11.2% |
| 10Y | +198.8% | +787.1% | -588.3% | -9.1% |
| All | +198.8% | +804.7% | -605.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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