+307.8%
SPY vs CVX
+215.8%
+92.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | +2.6% | +3.4% | -0.8% | +1.5% |
| 30D | -2.0% | -1.0% | -1.0% | -1.8% |
| 3M | -2.8% | +12.2% | -15.0% | -6.7% |
| 6M | +2.1% | +20.3% | -18.2% | -4.8% |
| YTD | +11.5% | +48.3% | -36.8% | -4.2% |
| 1Y | +13.5% | +46.9% | -33.4% | -2.3% |
| 3Y | +77.7% | +73.1% | +4.6% | +42.4% |
| 5Y | +72.6% | +135.2% | -62.6% | +19.5% |
| All | +307.8% | +215.8% | +92.0% | +149.6% |
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