+4,407.7%
CVX vs STRL
+10,012.8%
-5,605.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.3% |
| 7D | -9.7% | -26.9% | +17.2% | -8.5% |
| 30D | +3.6% | -52.7% | +56.3% | +7.0% |
| 3M | +13.3% | -52.8% | +66.2% | +16.8% |
| 6M | +16.9% | -71.5% | +88.4% | +22.7% |
| YTD | +43.4% | -17.4% | +60.8% | +41.6% |
| 1Y | +44.5% | -35.0% | +79.4% | +44.1% |
| 3Y | +64.0% | +239.2% | -175.3% | +48.4% |
| 5Y | +126.4% | +830.2% | -703.7% | +93.7% |
| 10Y | +209.4% | +3,574.7% | -3,365.3% | +147.0% |
| All | +4,407.7% | +10,012.8% | -5,605.1% | +3,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling