+130.0%
CVX vs CG
-23.0%
+153.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -1.0% | +11.2% | -12.2% | -2.9% |
| 3M | +12.2% | -22.1% | +34.3% | +16.5% |
| 6M | +20.3% | -17.9% | +38.3% | +23.4% |
| YTD | +48.3% | -31.3% | +79.6% | +56.4% |
| 1Y | +46.9% | -24.0% | +70.9% | +51.5% |
| 3Y | +73.1% | +45.0% | +28.1% | +51.8% |
| All | +130.0% | -23.0% | +153.0% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling