+41.9%
CVX vs SWKS
-20.0%
+61.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.7% |
| 7D | +3.3% | +12.5% | -9.2% | +2.0% |
| 30D | +12.9% | +10.5% | +2.4% | +11.5% |
| 3M | +11.7% | -7.4% | +19.1% | +12.7% |
| 6M | +14.1% | +32.7% | -18.5% | +8.6% |
| YTD | +40.7% | +19.2% | +21.5% | +35.8% |
| 1Y | +37.5% | +2.4% | +35.1% | +35.5% |
| All | +41.9% | -20.0% | +61.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling