+187.1%
CVX vs CFG
+358.2%
-171.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -6.2% | +0.7% | -6.9% | -6.6% |
| 30D | -0.4% | +2.8% | -3.1% | -1.7% |
| 3M | +9.3% | -10.1% | +19.4% | +13.8% |
| 6M | +18.4% | +3.2% | +15.2% | +15.5% |
| YTD | +42.5% | +14.2% | +28.3% | +31.7% |
| 1Y | +41.0% | +27.4% | +13.6% | +24.2% |
| 3Y | +67.5% | +187.6% | -120.1% | -1.4% |
| 5Y | +126.1% | +65.7% | +60.4% | +62.1% |
| 10Y | +198.8% | +219.7% | -20.9% | +37.9% |
| All | +187.1% | +358.2% | -171.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling