+4,803.1%
CVX vs CMI
+19,556.0%
-14,752.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +10.7% | -12.3% | +22.9% | +14.7% |
| 3M | +15.5% | -16.8% | +32.3% | +20.6% |
| 6M | +14.9% | +1.5% | +13.4% | +12.0% |
| YTD | +44.2% | +9.8% | +34.4% | +36.6% |
| 1Y | +43.5% | +42.6% | +0.9% | +25.2% |
| 3Y | +45.0% | +151.0% | -106.0% | +5.5% |
| 5Y | +172.2% | +167.0% | +5.1% | +92.9% |
| 10Y | +221.9% | +512.2% | -290.3% | +82.3% |
| All | +4,803.1% | +19,556.0% | -14,752.9% | +1,357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling