+64.0%
CVX vs CI
0.0%
+64.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | 0.0% |
| 7D | -9.7% | -1.6% | -8.2% | -9.6% |
| 30D | +3.6% | +5.4% | -1.8% | +3.2% |
| 3M | +13.3% | +7.3% | +6.1% | +12.6% |
| 6M | +16.9% | +5.3% | +11.6% | +16.2% |
| YTD | +43.4% | +8.5% | +34.9% | +42.2% |
| 1Y | +44.5% | +17.1% | +27.4% | +42.4% |
| 3Y | +64.0% | +1.4% | +62.6% | +68.0% |
| All | +64.0% | 0.0% | +64.0% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling