+73.1%
CVX vs CFG
+191.5%
-118.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +3.4% | +3.2% | +0.2% | +2.8% |
| 30D | -1.0% | +5.1% | -6.1% | -2.0% |
| 3M | +12.2% | -11.2% | +23.4% | +14.8% |
| 6M | +20.3% | +9.6% | +10.8% | +17.1% |
| YTD | +48.3% | +15.0% | +33.3% | +41.4% |
| 1Y | +46.9% | +29.9% | +17.0% | +35.1% |
| 3Y | +73.1% | +192.1% | -119.0% | +29.5% |
| All | +73.1% | +191.5% | -118.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling