+124.0%
CVX vs AG
+11.3%
+112.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -9.7% | +6.3% | -16.0% | -10.1% |
| 30D | +3.6% | -8.9% | +12.6% | +4.1% |
| 3M | +13.3% | -12.2% | +25.5% | +13.8% |
| 6M | +16.9% | -28.3% | +45.2% | +18.4% |
| YTD | +43.4% | -8.8% | +52.2% | +40.0% |
| 1Y | +44.5% | +39.4% | +5.1% | +34.8% |
| 3Y | +64.0% | +229.4% | -165.5% | +32.4% |
| All | +124.0% | +11.3% | +112.7% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling