+125.6%
CVX vs CFG
+61.2%
+64.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | -9.7% | -0.9% | -8.8% | -9.6% |
| 30D | +3.6% | +1.1% | +2.6% | +3.3% |
| 3M | +13.3% | -12.0% | +25.3% | +16.5% |
| 6M | +16.9% | -2.2% | +19.1% | +16.8% |
| YTD | +43.4% | +11.4% | +32.0% | +37.7% |
| 1Y | +44.5% | +27.8% | +16.6% | +33.5% |
| 3Y | +64.0% | +173.3% | -109.3% | +21.6% |
| All | +125.6% | +61.2% | +64.4% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling