+4,733.6%
CVX vs STT
+6,508.4%
-1,774.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.7% |
| 7D | -7.5% | +0.9% | -8.4% | -7.8% |
| 30D | -0.6% | -2.3% | +1.8% | -0.1% |
| 3M | +14.0% | -7.0% | +21.0% | +15.9% |
| 6M | +18.1% | +15.5% | +2.7% | +12.9% |
| YTD | +42.2% | +35.6% | +6.6% | +29.3% |
| 1Y | +41.3% | +47.9% | -6.5% | +25.4% |
| 3Y | +68.3% | +181.1% | -112.7% | +24.1% |
| 5Y | +122.0% | +108.2% | +13.8% | +73.2% |
| 10Y | +198.6% | +201.0% | -2.4% | +108.8% |
| All | +4,733.6% | +6,508.4% | -1,774.8% | +1,700.5% |
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