+73.1%
CVX vs STRL
+341.0%
-267.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.6% |
| 7D | +3.4% | +15.7% | -12.2% | +3.4% |
| 30D | -1.0% | -35.5% | +34.5% | -0.9% |
| 3M | +12.2% | -47.1% | +59.3% | +12.3% |
| 6M | +20.3% | -65.8% | +86.1% | +20.8% |
| YTD | +48.3% | -4.5% | +52.8% | +44.0% |
| 1Y | +46.9% | -10.5% | +57.4% | +42.9% |
| 3Y | +73.1% | +340.6% | -267.5% | +49.0% |
| All | +73.1% | +341.0% | -267.9% | +49.0% |
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