+548.7%
CVX vs AG
+288.7%
+259.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.8% |
| 7D | -6.2% | +6.0% | -12.2% | -6.9% |
| 30D | -0.4% | -13.5% | +13.2% | +0.9% |
| 3M | +9.3% | -20.7% | +30.0% | +11.4% |
| 6M | +18.4% | -31.5% | +49.9% | +21.4% |
| YTD | +42.5% | -10.1% | +52.6% | +39.0% |
| 1Y | +41.0% | +26.0% | +15.0% | +31.7% |
| 3Y | +67.5% | +228.9% | -161.4% | +32.9% |
| 5Y | +126.1% | +8.7% | +117.4% | +98.7% |
| 10Y | +198.8% | +71.9% | +126.9% | +122.7% |
| All | +548.7% | +288.7% | +259.9% | +194.9% |
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