+3,019.9%
CVX vs STM
+2,285.7%
+734.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | +3.3% | +5.8% | -2.5% | +2.3% |
| 30D | +12.9% | -1.0% | +13.9% | +12.8% |
| 3M | +11.7% | -33.3% | +45.0% | +17.9% |
| 6M | +14.1% | +57.4% | -43.2% | +1.7% |
| YTD | +40.7% | +102.2% | -61.5% | +19.0% |
| 1Y | +37.5% | +99.6% | -62.1% | +15.9% |
| 3Y | +43.9% | +14.5% | +29.4% | +29.8% |
| 5Y | +161.5% | +21.4% | +140.1% | +126.3% |
| 10Y | +215.1% | +695.0% | -479.8% | +87.4% |
| All | +3,019.9% | +2,285.7% | +734.2% | +1,388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling