+204.9%
CVX vs CME
+297.2%
-92.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.1% |
| 7D | -1.7% | +2.5% | -4.2% | -2.8% |
| 30D | -0.8% | +13.9% | -14.7% | -6.9% |
| 3M | +9.4% | +22.4% | -13.0% | -1.0% |
| 6M | +17.5% | +12.9% | +4.6% | +10.0% |
| YTD | +43.8% | +19.6% | +24.2% | +30.5% |
| 1Y | +41.9% | +17.7% | +24.2% | +29.7% |
| 3Y | +69.1% | +65.3% | +3.8% | +26.3% |
| 5Y | +128.3% | +75.1% | +53.2% | +60.0% |
| 10Y | +204.9% | +305.8% | -100.8% | +55.9% |
| All | +204.9% | +297.2% | -92.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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