+214.5%
CVX vs CI
+146.2%
+68.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +3.4% | +1.2% | +2.3% | +3.0% |
| 30D | -1.0% | +2.6% | -3.5% | -2.1% |
| 3M | +12.2% | +7.4% | +4.8% | +8.8% |
| 6M | +20.3% | -0.1% | +20.5% | +19.4% |
| YTD | +48.3% | +9.7% | +38.6% | +41.2% |
| 1Y | +46.9% | +12.1% | +34.8% | +38.5% |
| 3Y | +73.1% | +7.0% | +66.1% | +57.2% |
| 5Y | +135.2% | +49.7% | +85.5% | +75.2% |
| All | +214.5% | +146.2% | +68.3% | +102.0% |
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