+4,722.9%
CVX vs STZ
+10,752.7%
-6,029.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -9.7% | +4.9% | -14.6% | -10.7% |
| 30D | +3.6% | +20.9% | -17.2% | -0.2% |
| 3M | +13.3% | +8.0% | +5.4% | +11.3% |
| 6M | +16.9% | -5.3% | +22.2% | +17.5% |
| YTD | +43.4% | +5.9% | +37.5% | +40.4% |
| 1Y | +44.5% | +14.2% | +30.3% | +39.3% |
| 3Y | +64.0% | -37.0% | +100.9% | +75.4% |
| 5Y | +126.4% | -29.7% | +156.1% | +135.6% |
| 10Y | +209.4% | +5.2% | +204.2% | +196.0% |
| All | +4,722.9% | +10,752.7% | -6,029.8% | +2,919.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling