+209.5%
CVX vs STRL
+3,816.9%
-3,607.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.5% |
| 7D | +1.6% | +23.4% | -21.8% | -1.3% |
| 30D | -0.6% | -39.5% | +38.9% | +5.2% |
| 3M | +11.0% | -45.1% | +56.1% | +18.5% |
| 6M | +18.4% | -64.6% | +83.0% | +32.1% |
| YTD | +45.9% | -1.5% | +47.4% | +31.8% |
| 1Y | +46.7% | -20.8% | +67.4% | +37.0% |
| 3Y | +71.6% | +353.1% | -281.5% | +0.8% |
| 5Y | +131.4% | +942.9% | -811.4% | +2.9% |
| All | +209.5% | +3,816.9% | -3,607.4% | -3.8% |
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