+166.0%
CVX vs ACGL
+158.6%
+7.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | +13.4% | -2.8% | +16.3% | +14.2% |
| 3M | +11.8% | +6.8% | +5.0% | +9.9% |
| 6M | +12.4% | -1.5% | +14.0% | +12.5% |
| YTD | +41.5% | -0.2% | +41.7% | +40.8% |
| 1Y | +41.6% | +5.3% | +36.3% | +38.7% |
| 3Y | +42.2% | +30.3% | +12.0% | +29.3% |
| 5Y | +166.0% | +151.8% | +14.1% | +84.0% |
| All | +166.0% | +158.6% | +7.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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