+4,683.6%
CVX vs STT
+7,372.9%
-2,689.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +3.3% | +0.5% | +2.9% | +3.2% |
| 30D | +12.9% | +3.9% | +9.0% | +11.6% |
| 3M | +11.7% | +20.0% | -8.2% | +6.0% |
| 6M | +14.1% | +55.3% | -41.2% | +0.5% |
| YTD | +40.7% | +53.3% | -12.6% | +24.0% |
| 1Y | +37.5% | +74.7% | -37.2% | +16.7% |
| 3Y | +43.9% | +205.8% | -161.9% | +3.9% |
| 5Y | +161.5% | +145.0% | +16.5% | +95.4% |
| 10Y | +215.1% | +266.0% | -50.9% | +110.0% |
| All | +4,683.6% | +7,372.9% | -2,689.3% | +1,626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling