+214.5%
CVX vs STZ
+13.4%
+201.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +3.4% | +2.6% | +0.9% | +2.5% |
| 30D | -1.0% | +15.2% | -16.2% | -6.3% |
| 3M | +12.2% | +7.6% | +4.6% | +8.5% |
| 6M | +20.3% | +5.3% | +15.1% | +16.8% |
| YTD | +48.3% | +8.6% | +39.7% | +40.4% |
| 1Y | +46.9% | +15.6% | +31.3% | +35.3% |
| 3Y | +73.1% | -35.2% | +108.3% | +96.4% |
| 5Y | +135.2% | -29.1% | +164.3% | +149.6% |
| All | +214.5% | +13.4% | +201.1% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling