+61.0%
CVX vs BTSG
+389.4%
-328.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +2.6% | -3.3% | +5.9% | +2.7% |
| 30D | +9.8% | -1.6% | +11.4% | +9.8% |
| 3M | +16.2% | -6.9% | +23.1% | +15.9% |
| 6M | +13.6% | +42.1% | -28.5% | +10.9% |
| YTD | +44.4% | +56.8% | -12.5% | +39.7% |
| 1Y | +40.6% | +109.8% | -69.2% | +32.7% |
| All | +61.0% | +389.4% | -328.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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