+41.6%
CVX vs CFG
+39.0%
+2.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.5% |
| 7D | -0.6% | +2.7% | -3.3% | -0.4% |
| 30D | +13.4% | -3.7% | +17.1% | +13.1% |
| 3M | +11.8% | +9.5% | +2.4% | +12.2% |
| 6M | +12.4% | +22.2% | -9.8% | +12.4% |
| YTD | +41.5% | +22.3% | +19.2% | +40.4% |
| 1Y | +41.6% | +39.4% | +2.2% | +37.6% |
| All | +41.6% | +39.0% | +2.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling