+219.2%
CVX vs BG
+166.7%
+52.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.4% |
| 7D | +2.6% | +3.1% | -0.5% | +1.2% |
| 30D | +9.8% | +10.2% | -0.4% | +5.1% |
| 3M | +16.2% | -1.7% | +17.9% | +16.5% |
| 6M | +13.6% | +1.0% | +12.6% | +12.2% |
| YTD | +44.4% | +39.9% | +4.5% | +23.4% |
| 1Y | +40.6% | +53.2% | -12.6% | +14.4% |
| 3Y | +48.2% | +16.3% | +31.9% | +33.5% |
| 5Y | +172.3% | +83.9% | +88.4% | +91.3% |
| All | +219.2% | +166.7% | +52.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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