+4,683.6%
CVX vs SWKS
+8,307.4%
-3,623.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.5% |
| 7D | +3.3% | +12.5% | -9.2% | +2.4% |
| 30D | +12.9% | +10.5% | +2.4% | +12.0% |
| 3M | +11.7% | -7.4% | +19.1% | +12.0% |
| 6M | +14.1% | +32.7% | -18.5% | +11.2% |
| YTD | +40.7% | +19.2% | +21.5% | +38.0% |
| 1Y | +37.5% | +2.4% | +35.1% | +36.1% |
| 3Y | +43.9% | -25.6% | +69.6% | +44.2% |
| 5Y | +161.5% | -53.4% | +214.9% | +168.6% |
| 10Y | +215.1% | +23.2% | +192.0% | +202.2% |
| All | +4,683.6% | +8,307.4% | -3,623.8% | +3,886.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling