+4,683.6%
CVX vs CAG
+604.9%
+4,078.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +3.3% | -3.8% | +7.1% | +4.2% |
| 30D | +12.9% | +3.1% | +9.7% | +12.0% |
| 3M | +11.7% | +23.5% | -11.8% | +6.0% |
| 6M | +14.1% | -14.8% | +29.0% | +17.6% |
| YTD | +40.7% | -5.4% | +46.1% | +41.3% |
| 1Y | +37.5% | -11.8% | +49.3% | +40.0% |
| 3Y | +43.9% | -36.7% | +80.6% | +56.6% |
| 5Y | +161.5% | -40.3% | +201.7% | +185.7% |
| 10Y | +215.1% | -37.0% | +252.1% | +226.0% |
| All | +4,683.6% | +604.9% | +4,078.7% | +2,946.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling