+43.5%
CVX vs CME
+9.3%
+34.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +10.7% | +4.7% | +6.0% | +9.0% |
| 3M | +15.5% | +7.8% | +7.6% | +12.8% |
| 6M | +14.9% | -11.0% | +25.9% | +19.7% |
| YTD | +44.2% | +4.0% | +40.2% | +43.4% |
| 1Y | +43.5% | +9.1% | +34.4% | +42.5% |
| All | +43.5% | +9.3% | +34.2% | +42.5% |
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