+10,374.7%
STX vs CVX
+1,453.8%
+8,920.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.0% | +9.0% | +9.5% |
| 7D | -1.0% | -1.7% | +0.7% | 0.0% |
| 30D | -26.8% | -0.8% | -26.0% | -26.5% |
| 3M | -32.7% | +9.4% | -42.1% | -35.9% |
| 6M | -33.7% | +17.5% | -51.3% | -39.6% |
| YTD | +101.0% | +43.8% | +57.1% | +63.0% |
| 1Y | +92.7% | +41.9% | +50.8% | +56.9% |
| 3Y | +708.7% | +69.1% | +639.6% | +491.6% |
| 5Y | +504.0% | +128.3% | +375.7% | +262.2% |
| 10Y | +2,108.4% | +204.9% | +1,903.4% | +931.7% |
| All | +10,374.7% | +1,453.8% | +8,920.9% | +1,816.2% |
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