+1,092.3%
CVX vs BG
+1,185.2%
-92.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.9% |
| 7D | -0.6% | +2.4% | -2.9% | -1.4% |
| 30D | +13.4% | +15.0% | -1.6% | +8.1% |
| 3M | +11.8% | -0.7% | +12.5% | +11.7% |
| 6M | +12.4% | +7.5% | +4.9% | +9.1% |
| YTD | +41.5% | +41.6% | -0.1% | +24.8% |
| 1Y | +41.6% | +50.7% | -9.1% | +21.5% |
| 3Y | +42.2% | +20.3% | +22.0% | +29.7% |
| 5Y | +166.0% | +85.2% | +80.7% | +106.3% |
| 10Y | +207.2% | +160.6% | +46.6% | +103.1% |
| All | +1,092.3% | +1,185.2% | -92.9% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling