+207.2%
CVX vs STM
+653.6%
-446.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -0.6% | +5.2% | -5.8% | -1.6% |
| 30D | +13.4% | -7.4% | +20.8% | +14.9% |
| 3M | +11.8% | -30.6% | +42.5% | +17.9% |
| 6M | +12.4% | +66.4% | -53.9% | -3.8% |
| YTD | +41.5% | +101.1% | -59.6% | +14.9% |
| 1Y | +41.6% | +97.4% | -55.8% | +14.6% |
| 3Y | +42.2% | +21.1% | +21.1% | +23.5% |
| 5Y | +166.0% | +22.5% | +143.5% | +118.5% |
| 10Y | +207.2% | +657.6% | -450.4% | +54.7% |
| All | +207.2% | +653.6% | -446.4% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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