+214.5%
CVX vs AG
+76.0%
+138.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +1.8% |
| 7D | +3.4% | -10.0% | +13.4% | +4.2% |
| 30D | -1.0% | -10.5% | +9.5% | -0.4% |
| 3M | +12.2% | -27.3% | +39.5% | +14.4% |
| 6M | +20.3% | -43.0% | +63.3% | +24.4% |
| YTD | +48.3% | -17.9% | +66.2% | +46.2% |
| 1Y | +46.9% | +11.9% | +35.0% | +40.1% |
| 3Y | +73.1% | +201.8% | -128.7% | +43.7% |
| 5Y | +135.2% | -0.1% | +135.3% | +112.8% |
| All | +214.5% | +76.0% | +138.5% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling