+170.6%
CVX vs CAG
-42.8%
+213.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +0.7% | -5.9% | +6.6% | +1.6% |
| 30D | +9.1% | -1.5% | +10.7% | +9.3% |
| 3M | +13.1% | +11.5% | +1.6% | +10.9% |
| 6M | +16.3% | -15.7% | +32.0% | +18.9% |
| YTD | +43.5% | -10.2% | +53.7% | +45.1% |
| 1Y | +40.2% | -18.1% | +58.2% | +43.7% |
| 3Y | +44.2% | -39.4% | +83.6% | +53.8% |
| 5Y | +170.6% | -42.6% | +213.2% | +190.2% |
| All | +170.6% | -42.8% | +213.4% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling