+130.0%
CVX vs ACGL
+173.3%
-43.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | +3.4% | +2.2% | +1.3% | +2.9% |
| 30D | -1.0% | +12.3% | -13.3% | -3.7% |
| 3M | +12.2% | +11.8% | +0.4% | +9.1% |
| 6M | +20.3% | +17.5% | +2.9% | +15.5% |
| YTD | +48.3% | +14.3% | +34.0% | +42.8% |
| 1Y | +46.9% | +18.2% | +28.7% | +40.2% |
| 3Y | +73.1% | +33.2% | +40.0% | +58.6% |
| All | +130.0% | +173.3% | -43.3% | +54.9% |
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