+100.4%
CVX vs CEG
+703.5%
-603.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +1.0% | +1.3% | -0.4% | +0.8% |
| 30D | +10.7% | +8.8% | +1.8% | +9.8% |
| 3M | +15.5% | +17.0% | -1.5% | +13.7% |
| 6M | +14.9% | -8.7% | +23.6% | +15.4% |
| YTD | +44.2% | -16.4% | +60.6% | +45.9% |
| 1Y | +43.5% | -1.8% | +45.3% | +41.5% |
| 3Y | +45.0% | +175.8% | -130.8% | +11.4% |
| All | +100.4% | +703.5% | -603.1% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling