+221.9%
CVX vs STZ
-13.0%
+234.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.0% | -6.0% | +7.0% | +3.2% |
| 30D | +10.7% | -8.9% | +19.5% | +14.2% |
| 3M | +15.5% | -12.6% | +28.0% | +20.6% |
| 6M | +14.9% | -17.2% | +32.1% | +21.6% |
| YTD | +44.2% | -10.0% | +54.2% | +46.8% |
| 1Y | +43.5% | -14.3% | +57.8% | +48.3% |
| 3Y | +45.0% | -49.9% | +94.9% | +82.1% |
| 5Y | +172.2% | -38.2% | +210.4% | +202.6% |
| 10Y | +221.9% | -12.0% | +233.9% | +192.5% |
| All | +221.9% | -13.0% | +234.9% | +192.5% |
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