+540.6%
CVX vs AG
+445.6%
+95.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | +3.3% | +1.0% | +2.3% | +3.2% |
| 30D | +12.9% | +19.2% | -6.3% | +10.5% |
| 3M | +11.7% | +6.2% | +5.6% | +10.1% |
| 6M | +14.1% | -26.7% | +40.8% | +16.2% |
| YTD | +40.7% | +26.1% | +14.6% | +32.9% |
| 1Y | +37.5% | +131.7% | -94.2% | +19.4% |
| 3Y | +43.9% | +255.3% | -211.4% | +13.6% |
| 5Y | +161.5% | +61.9% | +99.5% | +120.5% |
| 10Y | +215.1% | +72.0% | +143.1% | +136.7% |
| All | +540.6% | +445.6% | +95.0% | +182.0% |
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