+122.0%
CVX vs CME
+70.5%
+51.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -7.5% | -0.6% | -6.9% | -7.4% |
| 30D | -0.6% | +8.5% | -9.1% | -2.0% |
| 3M | +14.0% | +16.0% | -2.1% | +11.0% |
| 6M | +18.1% | +9.3% | +8.8% | +16.1% |
| YTD | +42.2% | +15.3% | +26.9% | +38.8% |
| 1Y | +41.3% | +14.4% | +26.9% | +38.1% |
| 3Y | +68.3% | +59.9% | +8.4% | +55.6% |
| 5Y | +122.0% | +69.4% | +52.6% | +93.8% |
| All | +122.0% | +70.5% | +51.5% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling