+686.6%
CVX vs CMG
+3,903.3%
-3,216.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.4% |
| 7D | +1.0% | -6.5% | +7.4% | +2.2% |
| 30D | +10.7% | +12.1% | -1.4% | +8.2% |
| 3M | +15.5% | +20.6% | -5.1% | +10.6% |
| 6M | +14.9% | +2.1% | +12.8% | +13.1% |
| YTD | +44.2% | -2.6% | +46.8% | +43.0% |
| 1Y | +43.5% | -8.7% | +52.2% | +43.2% |
| 3Y | +45.0% | -7.4% | +52.3% | +41.1% |
| 5Y | +172.2% | -5.7% | +177.8% | +158.0% |
| 10Y | +221.9% | +322.3% | -100.4% | +112.7% |
| All | +686.6% | +3,903.3% | -3,216.8% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling