+162.6%
CVX vs STM
+20.8%
+141.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +3.3% | +5.8% | -2.5% | +2.9% |
| 30D | +12.9% | -1.0% | +13.9% | +12.9% |
| 3M | +11.7% | -33.3% | +45.0% | +14.7% |
| 6M | +14.1% | +57.4% | -43.2% | +6.1% |
| YTD | +40.7% | +102.2% | -61.5% | +26.3% |
| 1Y | +37.5% | +99.6% | -62.1% | +23.1% |
| 3Y | +43.9% | +14.5% | +29.4% | +33.1% |
| All | +162.6% | +20.8% | +141.8% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling