+198.6%
CVX vs STRL
+4,310.8%
-4,112.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +15.0% | -15.8% | -2.8% |
| 7D | -7.5% | -13.3% | +5.9% | -6.3% |
| 30D | -0.6% | -43.3% | +42.8% | +6.2% |
| 3M | +14.0% | -46.9% | +60.8% | +22.1% |
| 6M | +18.1% | -65.6% | +83.7% | +32.2% |
| YTD | +42.2% | -5.1% | +47.2% | +29.1% |
| 1Y | +41.3% | -23.1% | +64.4% | +32.5% |
| 3Y | +68.3% | +346.8% | -278.5% | -1.0% |
| 5Y | +122.0% | +907.2% | -785.1% | -0.6% |
| 10Y | +198.6% | +3,988.2% | -3,789.6% | -4.8% |
| All | +198.6% | +4,310.8% | -4,112.2% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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