+219.2%
CVX vs CMG
+327.5%
-108.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | -2.1% | +4.7% | +3.0% |
| 30D | +9.8% | +10.9% | -1.1% | +7.7% |
| 3M | +16.2% | +15.8% | +0.4% | +12.4% |
| 6M | +13.6% | +6.9% | +6.7% | +11.0% |
| YTD | +44.4% | -2.2% | +46.5% | +43.3% |
| 1Y | +40.6% | -7.1% | +47.7% | +40.1% |
| 3Y | +48.2% | -7.1% | +55.3% | +43.5% |
| 5Y | +172.3% | -4.8% | +177.1% | +156.8% |
| All | +219.2% | +327.5% | -108.3% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling