+166.0%
CVX vs AG
+65.4%
+100.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -0.6% | +4.5% | -5.1% | -0.9% |
| 30D | +13.4% | +12.9% | +0.6% | +12.5% |
| 3M | +11.8% | +20.9% | -9.1% | +10.1% |
| 6M | +12.4% | -19.5% | +32.0% | +13.5% |
| YTD | +41.5% | +24.8% | +16.7% | +35.8% |
| 1Y | +41.6% | +120.2% | -78.6% | +27.0% |
| 3Y | +42.2% | +279.0% | -236.8% | +15.1% |
| 5Y | +166.0% | +67.9% | +98.1% | +140.2% |
| All | +166.0% | +65.4% | +100.6% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling