+217.2%
CVX vs AG
+73.4%
+143.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.1% |
| 7D | +0.7% | -5.8% | +6.5% | +1.1% |
| 30D | +9.1% | +6.4% | +2.8% | +8.5% |
| 3M | +13.1% | +28.4% | -15.3% | +10.3% |
| 6M | +16.3% | -24.5% | +40.7% | +17.7% |
| YTD | +43.5% | +21.2% | +22.3% | +37.8% |
| 1Y | +40.2% | +114.1% | -73.9% | +26.1% |
| 3Y | +44.2% | +268.0% | -223.8% | +18.6% |
| 5Y | +170.6% | +67.3% | +103.3% | +135.4% |
| All | +217.2% | +73.4% | +143.8% | +165.4% |
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