+275.3%
CVX vs CG
+282.0%
-6.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +3.4% | +0.2% | +3.2% | +3.2% |
| 30D | -1.0% | +11.2% | -12.2% | -4.4% |
| 3M | +12.2% | -22.1% | +34.3% | +19.8% |
| 6M | +20.3% | -17.9% | +38.3% | +25.5% |
| YTD | +48.3% | -31.3% | +79.6% | +61.2% |
| 1Y | +46.9% | -24.0% | +70.9% | +54.4% |
| 3Y | +73.1% | +45.0% | +28.1% | +39.7% |
| 5Y | +135.2% | -22.6% | +157.9% | +125.1% |
| 10Y | +214.4% | +282.1% | -67.7% | +68.7% |
| All | +275.3% | +282.0% | -6.8% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling