+201.1%
CVX vs STLD
+761.4%
-560.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -9.7% | -11.1% | +1.4% | -5.9% |
| 30D | +3.6% | -4.8% | +8.4% | +5.3% |
| 3M | +13.3% | -14.6% | +27.9% | +19.0% |
| 6M | +16.9% | -7.4% | +24.3% | +18.1% |
| YTD | +43.4% | +32.6% | +10.8% | +25.0% |
| 1Y | +44.5% | +47.3% | -2.8% | +20.7% |
| 3Y | +64.0% | +107.5% | -43.6% | +14.7% |
| 5Y | +126.4% | +268.8% | -142.4% | +14.1% |
| All | +201.1% | +761.4% | -560.2% | -6.8% |
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