+76.5%
SPY vs CVX
+44.2%
+32.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -0.4% | +1.0% | -1.3% | -0.5% |
| 30D | -1.4% | +10.7% | -12.0% | -2.9% |
| 3M | +3.7% | +15.5% | -11.8% | +1.3% |
| 6M | +13.0% | +14.9% | -1.9% | +9.8% |
| YTD | +12.4% | +44.2% | -31.8% | +2.4% |
| 1Y | +18.5% | +43.5% | -25.0% | +7.9% |
| All | +76.5% | +44.2% | +32.3% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling