+170.6%
CVX vs CMG
-6.2%
+176.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +0.7% | -3.8% | +4.5% | +1.0% |
| 30D | +9.1% | +12.9% | -3.8% | +8.1% |
| 3M | +13.1% | +18.8% | -5.7% | +11.3% |
| 6M | +16.3% | +4.1% | +12.2% | +15.6% |
| YTD | +43.5% | -2.4% | +45.8% | +43.5% |
| 1Y | +40.2% | -6.7% | +46.8% | +40.5% |
| 3Y | +44.2% | -7.1% | +51.4% | +42.8% |
| 5Y | +170.6% | -5.0% | +175.6% | +165.0% |
| All | +170.6% | -6.2% | +176.8% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling