+166.0%
CVX vs STZ
-36.5%
+202.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.5% |
| 7D | -0.6% | -7.4% | +6.8% | +0.7% |
| 30D | +13.4% | -10.9% | +24.3% | +15.5% |
| 3M | +11.8% | -13.4% | +25.3% | +14.4% |
| 6M | +12.4% | -16.2% | +28.6% | +15.3% |
| YTD | +41.5% | -10.4% | +51.9% | +42.7% |
| 1Y | +41.6% | -14.8% | +56.4% | +44.0% |
| 3Y | +42.2% | -50.1% | +92.4% | +60.5% |
| 5Y | +166.0% | -38.8% | +204.8% | +172.5% |
| All | +166.0% | -36.5% | +202.5% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling