+1,419.7%
CVX vs CME
+8,256.4%
-6,836.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -6.2% | +1.7% | -7.9% | -6.8% |
| 30D | -0.4% | +10.2% | -10.5% | -3.5% |
| 3M | +9.3% | +17.8% | -8.5% | +3.4% |
| 6M | +18.4% | +11.0% | +7.4% | +13.8% |
| YTD | +42.5% | +17.0% | +25.4% | +34.4% |
| 1Y | +41.0% | +15.8% | +25.3% | +33.5% |
| 3Y | +67.5% | +61.8% | +5.7% | +40.0% |
| 5Y | +126.1% | +72.5% | +53.6% | +82.3% |
| 10Y | +198.8% | +288.0% | -89.2% | +88.8% |
| All | +1,419.7% | +8,256.4% | -6,836.8% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling