+3,476.8%
STX vs CVX
+220.5%
+3,256.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +8.0% | +0.7% | +7.3% | +7.7% |
| 30D | +5.1% | +9.1% | -4.0% | +1.9% |
| 3M | +5.8% | +13.1% | -7.3% | +0.9% |
| 6M | +124.9% | +16.3% | +108.7% | +110.7% |
| YTD | +213.9% | +43.5% | +170.4% | +169.5% |
| 1Y | +350.4% | +40.2% | +310.2% | +288.4% |
| 3Y | +1,314.2% | +44.2% | +1,270.0% | +1,088.7% |
| 5Y | +1,092.8% | +170.6% | +922.2% | +653.1% |
| All | +3,476.8% | +220.5% | +3,256.3% | +2,027.6% |
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