+41.9%
CVX vs STM
+23.1%
+18.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +3.3% | +5.8% | -2.5% | +3.1% |
| 30D | +12.9% | -1.0% | +13.9% | +12.9% |
| 3M | +11.7% | -33.3% | +45.0% | +13.4% |
| 6M | +14.1% | +57.4% | -43.2% | +7.9% |
| YTD | +40.7% | +102.2% | -61.5% | +29.2% |
| 1Y | +37.5% | +99.6% | -62.1% | +26.0% |
| All | +41.9% | +23.1% | +18.8% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling