+42.2%
CVX vs CME
+52.8%
-10.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -0.6% | -2.9% | +2.3% | -0.2% |
| 30D | +13.4% | +5.5% | +7.9% | +12.5% |
| 3M | +11.8% | +11.0% | +0.9% | +10.0% |
| 6M | +12.4% | -9.7% | +22.1% | +13.3% |
| YTD | +41.5% | +4.9% | +36.6% | +41.2% |
| 1Y | +41.6% | +10.1% | +31.5% | +41.1% |
| 3Y | +42.2% | +53.5% | -11.3% | +37.6% |
| All | +42.2% | +52.8% | -10.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling