+219.2%
CVX vs AGG
+14.2%
+205.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | -1.1% | +3.7% | +2.6% |
| 30D | +9.8% | -1.1% | +11.0% | +9.8% |
| 3M | +16.2% | -1.9% | +18.1% | +16.2% |
| 6M | +13.6% | -1.7% | +15.3% | +13.6% |
| YTD | +44.4% | -1.3% | +45.7% | +44.3% |
| 1Y | +40.6% | -0.7% | +41.3% | +40.5% |
| 3Y | +48.2% | +12.5% | +35.7% | +45.7% |
| 5Y | +172.3% | -2.5% | +174.8% | +178.2% |
| All | +219.2% | +14.2% | +205.0% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling