+3,079.9%
CVX vs STM
+1,808.6%
+1,271.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.9% |
| 7D | -9.7% | -10.7% | +1.0% | -8.1% |
| 30D | +3.6% | -25.7% | +29.4% | +8.5% |
| 3M | +13.3% | -21.6% | +34.9% | +17.1% |
| 6M | +16.9% | -27.8% | +44.7% | +19.8% |
| YTD | +43.4% | +61.8% | -18.4% | +25.2% |
| 1Y | +44.5% | +78.1% | -33.6% | +23.7% |
| 3Y | +64.0% | +4.9% | +59.1% | +48.9% |
| 5Y | +126.4% | -14.3% | +140.7% | +107.5% |
| 10Y | +209.4% | +414.1% | -204.7% | +97.0% |
| All | +3,079.9% | +1,808.6% | +1,271.3% | +1,465.5% |
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 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