+198.8%
CVX vs CI
+147.8%
+50.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.7% |
| 7D | -6.2% | +2.6% | -8.8% | -7.2% |
| 30D | -0.4% | +7.3% | -7.7% | -3.1% |
| 3M | +9.3% | +9.5% | -0.2% | +5.3% |
| 6M | +18.4% | +6.4% | +12.0% | +14.7% |
| YTD | +42.5% | +12.0% | +30.5% | +34.6% |
| 1Y | +41.0% | +20.1% | +21.0% | +29.6% |
| 3Y | +67.5% | +9.6% | +57.9% | +50.8% |
| 5Y | +126.1% | +52.7% | +73.4% | +67.3% |
| 10Y | +198.8% | +150.3% | +48.5% | +90.4% |
| All | +198.8% | +147.8% | +50.9% | +90.4% |
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