+41.0%
CVX vs SWKS
+20.8%
+20.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -6.2% | -3.1% | -3.1% | -6.2% |
| 30D | -0.4% | +8.3% | -8.7% | -0.4% |
| 3M | +9.3% | +20.2% | -10.9% | +9.7% |
| 6M | +18.4% | +24.9% | -6.5% | +18.5% |
| YTD | +42.5% | +33.2% | +9.3% | +43.4% |
| 1Y | +41.0% | +23.6% | +17.5% | +42.2% |
| All | +41.0% | +20.8% | +20.3% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling