+4,738.1%
CVX vs STZ
+10,917.0%
-6,178.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | -0.8% | +14.9% | -15.7% | -3.6% |
| 3M | +9.4% | +8.4% | +1.0% | +7.3% |
| 6M | +17.5% | +2.8% | +14.7% | +16.3% |
| YTD | +43.8% | +7.5% | +36.3% | +40.4% |
| 1Y | +41.9% | +12.5% | +29.3% | +37.1% |
| 3Y | +69.1% | -35.4% | +104.6% | +80.0% |
| 5Y | +128.3% | -29.3% | +157.6% | +137.3% |
| 10Y | +204.9% | +11.8% | +193.1% | +189.0% |
| All | +4,738.1% | +10,917.0% | -6,178.9% | +2,919.7% |
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