+183.5%
CVX vs CFG
+396.4%
-212.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.3% | +1.5% | +1.8% | +2.6% |
| 30D | +12.9% | -3.8% | +16.7% | +14.5% |
| 3M | +11.7% | +11.5% | +0.2% | +6.1% |
| 6M | +14.1% | +19.2% | -5.0% | +4.6% |
| YTD | +40.7% | +23.7% | +17.0% | +26.2% |
| 1Y | +37.5% | +38.8% | -1.4% | +16.8% |
| 3Y | +43.9% | +178.9% | -135.0% | -14.1% |
| 5Y | +161.5% | +101.8% | +59.7% | +70.9% |
| 10Y | +215.1% | +317.3% | -102.2% | +32.0% |
| All | +183.5% | +396.4% | -212.8% | +12.6% |
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 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