+1,077.4%
STX vs CVX
+172.5%
+905.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -4.0% | -2.4% |
| 7D | +9.6% | +1.0% | +8.6% | +9.4% |
| 30D | +10.6% | +10.7% | -0.1% | +8.5% |
| 3M | +4.8% | +15.5% | -10.7% | +1.9% |
| 6M | +137.3% | +14.9% | +122.4% | +129.2% |
| YTD | +222.5% | +44.2% | +178.3% | +190.5% |
| 1Y | +366.2% | +43.5% | +322.7% | +318.8% |
| 3Y | +1,352.9% | +45.0% | +1,307.9% | +1,191.2% |
| 5Y | +1,077.4% | +172.2% | +905.3% | +698.1% |
| All | +1,077.4% | +172.5% | +905.0% | +698.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling