+209.5%
CVX vs CAG
-38.0%
+247.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | +1.6% | -6.2% | +7.8% | +2.7% |
| 30D | -0.6% | +7.4% | -8.1% | -2.1% |
| 3M | +11.0% | -1.6% | +12.6% | +11.0% |
| 6M | +18.4% | +6.3% | +12.1% | +16.4% |
| YTD | +45.9% | -10.1% | +56.0% | +47.4% |
| 1Y | +46.7% | -10.2% | +56.9% | +48.2% |
| 3Y | +71.6% | -37.3% | +108.9% | +83.8% |
| 5Y | +131.4% | -41.6% | +173.0% | +149.3% |
| All | +209.5% | -38.0% | +247.5% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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