+47.0%
CVX vs AGG
-0.5%
+47.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -2.8% |
| 7D | -5.3% | +0.5% | -5.9% | -4.3% |
| 30D | +5.1% | +2.4% | +2.7% | +10.4% |
| 3M | +14.9% | -1.0% | +15.9% | +11.8% |
| 6M | +14.9% | -0.9% | +15.8% | +12.5% |
| YTD | +46.3% | -0.9% | +47.2% | +42.1% |
| 1Y | +47.0% | -0.5% | +47.5% | +43.2% |
| All | +47.0% | -0.5% | +47.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling