+125.6%
CVX vs STT
+100.0%
+25.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -9.7% | -2.5% | -7.2% | -9.2% |
| 30D | +3.6% | -5.0% | +8.6% | +4.9% |
| 3M | +13.3% | -10.5% | +23.8% | +16.4% |
| 6M | +16.9% | +10.0% | +6.9% | +13.0% |
| YTD | +43.4% | +30.7% | +12.7% | +31.0% |
| 1Y | +44.5% | +43.8% | +0.7% | +28.0% |
| 3Y | +64.0% | +168.1% | -104.1% | +18.3% |
| All | +125.6% | +100.0% | +25.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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