+45.2%
CVX vs CAG
-37.0%
+82.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -0.6% | -5.3% | +4.7% | +0.1% |
| 30D | +13.4% | +1.0% | +12.4% | +13.2% |
| 3M | +11.8% | +17.4% | -5.5% | +8.9% |
| 6M | +12.4% | -16.8% | +29.2% | +15.4% |
| YTD | +41.5% | -6.8% | +48.3% | +42.3% |
| 1Y | +41.6% | -15.4% | +57.0% | +44.5% |
| All | +45.2% | -37.0% | +82.2% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling