+311.2%
SPY vs CVX
+220.5%
+90.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -1.7% | +9.1% | -10.8% | -4.5% |
| 3M | +4.7% | +13.1% | -8.3% | +0.1% |
| 6M | +12.5% | +16.3% | -3.8% | +5.9% |
| YTD | +11.7% | +43.5% | -31.8% | -2.7% |
| 1Y | +17.5% | +40.2% | -22.7% | +3.0% |
| 3Y | +76.6% | +44.2% | +32.3% | +51.0% |
| 5Y | +82.0% | +170.6% | -88.6% | +19.3% |
| All | +311.2% | +220.5% | +90.7% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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