+207.2%
CVX vs CI
+142.6%
+64.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | +13.4% | -1.8% | +15.3% | +14.1% |
| 3M | +11.8% | -4.2% | +16.1% | +13.2% |
| 6M | +12.4% | +2.7% | +9.7% | +10.4% |
| YTD | +41.5% | +1.9% | +39.6% | +38.9% |
| 1Y | +41.6% | -6.3% | +47.9% | +41.5% |
| 3Y | +42.2% | +3.9% | +38.4% | +30.5% |
| 5Y | +166.0% | +41.9% | +124.1% | +102.9% |
| 10Y | +207.2% | +140.4% | +66.8% | +106.7% |
| All | +207.2% | +142.6% | +64.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling