+219.2%
CVX vs BTG
+159.3%
+59.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +2.6% | -3.8% | +6.4% | +2.9% |
| 30D | +9.8% | +3.6% | +6.2% | +9.4% |
| 3M | +16.2% | +32.0% | -15.8% | +13.2% |
| 6M | +13.6% | +3.4% | +10.3% | +12.5% |
| YTD | +44.4% | +20.8% | +23.6% | +40.1% |
| 1Y | +40.6% | +22.4% | +18.2% | +35.6% |
| 3Y | +48.2% | +91.7% | -43.5% | +34.0% |
| 5Y | +172.3% | +79.0% | +93.3% | +146.2% |
| All | +219.2% | +159.3% | +59.9% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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