+552.9%
CVX vs AG
+294.5%
+258.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | -9.7% | +6.3% | -16.0% | -10.4% |
| 30D | +3.6% | -8.9% | +12.6% | +4.4% |
| 3M | +13.3% | -12.2% | +25.5% | +14.2% |
| 6M | +16.9% | -28.3% | +45.2% | +19.3% |
| YTD | +43.4% | -8.8% | +52.2% | +39.8% |
| 1Y | +44.5% | +39.4% | +5.1% | +33.3% |
| 3Y | +64.0% | +229.4% | -165.5% | +30.1% |
| 5Y | +126.4% | +14.5% | +111.9% | +97.8% |
| 10Y | +209.4% | +82.7% | +126.7% | +128.5% |
| All | +552.9% | +294.5% | +258.5% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling