+41.9%
CVX vs STRL
+509.6%
-467.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.0% | -1.3% |
| 7D | +3.3% | +3.4% | -0.1% | +3.3% |
| 30D | +12.9% | -9.2% | +22.1% | +12.9% |
| 3M | +11.7% | -51.0% | +62.8% | +12.3% |
| 6M | +14.1% | +15.8% | -1.6% | +12.5% |
| YTD | +40.7% | +58.9% | -18.2% | +36.7% |
| 1Y | +37.5% | +68.5% | -31.0% | +32.3% |
| All | +41.9% | +509.6% | -467.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling