+47.0%
CVX vs CMG
+12.0%
+35.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.8% | -9.5% | -3.4% |
| 7D | -5.3% | +22.5% | -27.9% | -4.6% |
| 30D | +5.1% | +14.1% | -9.0% | +5.7% |
| 3M | +14.9% | +4.1% | +10.9% | +15.1% |
| 6M | +14.9% | +10.1% | +4.8% | +16.2% |
| YTD | +46.3% | -4.9% | +51.2% | +49.4% |
| 1Y | +47.0% | +10.9% | +36.1% | +51.0% |
| All | +47.0% | +12.0% | +35.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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