+47.0%
CVX vs CG
-14.1%
+61.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.5% | -8.2% | -3.2% |
| 7D | -5.3% | +9.4% | -14.8% | -4.5% |
| 30D | +5.1% | +8.7% | -3.6% | +6.0% |
| 3M | +14.9% | -15.0% | +29.9% | +13.7% |
| 6M | +14.9% | -13.2% | +28.1% | +14.4% |
| YTD | +46.3% | -26.2% | +72.5% | +46.5% |
| 1Y | +47.0% | -14.1% | +61.1% | +45.5% |
| All | +47.0% | -14.1% | +61.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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