+125.6%
CVX vs STRL
+779.4%
-653.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.3% |
| 7D | -9.7% | -26.9% | +17.2% | -8.9% |
| 30D | +3.6% | -52.7% | +56.3% | +6.0% |
| 3M | +13.3% | -52.8% | +66.2% | +15.8% |
| 6M | +16.9% | -71.5% | +88.4% | +21.3% |
| YTD | +43.4% | -17.4% | +60.8% | +37.6% |
| 1Y | +44.5% | -35.0% | +79.4% | +41.0% |
| 3Y | +64.0% | +239.2% | -175.3% | +28.1% |
| All | +125.6% | +779.4% | -653.8% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling