+337.7%
CVX vs BTG
+378.0%
-40.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.8% |
| 7D | -0.6% | +4.8% | -5.4% | -0.9% |
| 30D | +13.4% | +8.3% | +5.1% | +12.7% |
| 3M | +11.8% | +32.3% | -20.5% | +9.2% |
| 6M | +12.4% | +3.0% | +9.5% | +11.3% |
| YTD | +41.5% | +21.9% | +19.6% | +37.8% |
| 1Y | +41.6% | +28.2% | +13.4% | +36.8% |
| 3Y | +42.2% | +99.9% | -57.7% | +31.0% |
| 5Y | +166.0% | +73.6% | +92.4% | +146.0% |
| 10Y | +207.2% | +136.5% | +70.7% | +169.2% |
| All | +337.7% | +378.0% | -40.3% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling