+3,094.0%
SPY vs CVX
+3,906.2%
-812.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +0.1% | +3.3% | -3.2% | -1.2% |
| 30D | +0.1% | +12.9% | -12.8% | -4.9% |
| 3M | +2.0% | +11.7% | -9.7% | -3.0% |
| 6M | +13.0% | +14.1% | -1.1% | +5.7% |
| YTD | +13.5% | +40.7% | -27.1% | -2.9% |
| 1Y | +20.0% | +37.5% | -17.5% | +3.3% |
| 3Y | +77.2% | +43.9% | +33.3% | +47.2% |
| 5Y | +81.9% | +161.5% | -79.6% | +13.8% |
| 10Y | +314.1% | +215.1% | +98.9% | +121.3% |
| All | +3,094.0% | +3,906.2% | -812.1% | +668.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling