+41.0%
CVX vs CME
+16.9%
+24.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -6.2% | +1.7% | -7.9% | -6.7% |
| 30D | -0.4% | +10.2% | -10.5% | -3.2% |
| 3M | +9.3% | +17.8% | -8.5% | +3.7% |
| 6M | +18.4% | +11.0% | +7.4% | +15.3% |
| YTD | +42.5% | +17.0% | +25.4% | +35.7% |
| 1Y | +41.0% | +15.8% | +25.3% | +35.4% |
| All | +41.0% | +16.9% | +24.2% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling