+207.2%
CVX vs STLD
+1,072.4%
-865.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.6% | +2.7% | -3.2% | -1.6% |
| 30D | +13.4% | -8.4% | +21.9% | +16.6% |
| 3M | +11.8% | -9.9% | +21.7% | +15.0% |
| 6M | +12.4% | +33.0% | -20.6% | -0.9% |
| YTD | +41.5% | +42.6% | -1.1% | +20.8% |
| 1Y | +41.6% | +80.8% | -39.2% | +9.5% |
| 3Y | +42.2% | +143.4% | -101.2% | -6.2% |
| 5Y | +166.0% | +293.4% | -127.4% | +31.9% |
| 10Y | +207.2% | +1,080.4% | -873.2% | -15.3% |
| All | +207.2% | +1,072.4% | -865.2% | -15.3% |
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