+204.9%
CVX vs AG
+72.5%
+132.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.7% | -4.0% | +2.3% | -1.4% |
| 30D | -0.8% | -13.1% | +12.3% | 0.0% |
| 3M | +9.4% | -22.0% | +31.4% | +11.0% |
| 6M | +17.5% | -37.3% | +54.8% | +20.7% |
| YTD | +43.8% | -11.2% | +55.0% | +41.0% |
| 1Y | +41.9% | +23.9% | +17.9% | +34.2% |
| 3Y | +69.1% | +225.1% | -156.0% | +39.7% |
| 5Y | +128.3% | +7.7% | +120.5% | +105.4% |
| 10Y | +204.9% | +86.9% | +118.0% | +145.2% |
| All | +204.9% | +72.5% | +132.5% | +145.2% |
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