+204.9%
CVX vs SWKS
+43.2%
+161.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -5.0% | -0.4% |
| 7D | -1.7% | +5.7% | -7.4% | -3.0% |
| 30D | -0.8% | +17.3% | -18.1% | -4.6% |
| 3M | +9.4% | +28.3% | -18.9% | +2.0% |
| 6M | +17.5% | +26.1% | -8.5% | +8.3% |
| YTD | +43.8% | +41.1% | +2.8% | +27.2% |
| 1Y | +41.9% | +31.4% | +10.5% | +27.8% |
| 3Y | +69.1% | +7.3% | +61.9% | +51.8% |
| 5Y | +128.3% | -37.7% | +166.0% | +134.9% |
| 10Y | +204.9% | +46.0% | +158.9% | +128.3% |
| All | +204.9% | +43.2% | +161.8% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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