+99.4%
CVX vs CEG
+681.8%
-582.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +9.1% | +2.9% | +6.2% | +8.8% |
| 3M | +13.1% | +18.2% | -5.1% | +11.2% |
| 6M | +16.3% | -9.5% | +25.8% | +16.8% |
| YTD | +43.5% | -18.7% | +62.2% | +45.5% |
| 1Y | +40.2% | -10.1% | +50.3% | +39.6% |
| 3Y | +44.2% | +168.3% | -124.1% | +11.1% |
| All | +99.4% | +681.8% | -582.4% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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