+167.0%
CVX vs CMI
+164.8%
+2.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +9.8% | -12.4% | +22.2% | +13.1% |
| 3M | +16.2% | -14.8% | +31.0% | +19.8% |
| 6M | +13.6% | +0.8% | +12.8% | +9.9% |
| YTD | +44.4% | +10.2% | +34.2% | +34.3% |
| 1Y | +40.6% | +37.4% | +3.2% | +19.7% |
| 3Y | +48.2% | +153.3% | -105.1% | -3.9% |
| All | +167.0% | +164.8% | +2.2% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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