+4,631.9%
CVX vs STZ
+9,621.1%
-4,989.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +3.3% | -1.9% | +5.3% | +3.7% |
| 30D | +12.9% | -1.9% | +14.8% | +13.2% |
| 3M | +11.7% | -6.2% | +18.0% | +12.8% |
| 6M | +14.1% | -14.0% | +28.2% | +16.9% |
| YTD | +40.7% | -5.1% | +45.8% | +41.1% |
| 1Y | +37.5% | -9.6% | +47.1% | +38.8% |
| 3Y | +43.9% | -47.2% | +91.2% | +59.7% |
| 5Y | +161.5% | -33.6% | +195.0% | +175.7% |
| 10Y | +215.1% | -9.8% | +224.9% | +210.7% |
| All | +4,631.9% | +9,621.1% | -4,989.2% | +2,933.5% |
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 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