+164.4%
CVX vs AG
+67.2%
+97.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | +3.3% | +1.0% | +2.3% | +3.3% |
| 30D | +12.9% | +19.2% | -6.3% | +11.5% |
| 3M | +11.7% | +6.2% | +5.6% | +10.9% |
| 6M | +14.1% | -26.7% | +40.8% | +16.1% |
| YTD | +40.7% | +26.1% | +14.6% | +35.0% |
| 1Y | +37.5% | +131.7% | -94.2% | +22.7% |
| 3Y | +43.9% | +255.3% | -211.4% | +17.7% |
| All | +164.4% | +67.2% | +97.3% | +138.7% |
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