+170.6%
CVX vs AGI
+389.6%
-219.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +0.7% | -5.3% | +5.9% | +1.0% |
| 30D | +9.1% | +6.8% | +2.4% | +8.5% |
| 3M | +13.1% | +8.3% | +4.8% | +12.1% |
| 6M | +16.3% | -29.2% | +45.5% | +19.3% |
| YTD | +43.5% | -7.3% | +50.8% | +41.8% |
| 1Y | +40.2% | +8.0% | +32.1% | +35.2% |
| 3Y | +44.2% | +206.6% | -162.3% | +14.1% |
| 5Y | +170.6% | +398.1% | -227.5% | +89.5% |
| All | +170.6% | +389.6% | -219.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling