+207.2%
CVX vs CMS
+117.1%
+90.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -0.6% | +1.2% | -1.8% | -1.0% |
| 30D | +13.4% | -3.2% | +16.6% | +14.6% |
| 3M | +11.8% | -2.2% | +14.0% | +12.5% |
| 6M | +12.4% | -9.4% | +21.9% | +16.0% |
| YTD | +41.5% | +0.7% | +40.8% | +40.3% |
| 1Y | +41.6% | +0.4% | +41.2% | +40.3% |
| 3Y | +42.2% | +35.2% | +7.1% | +23.9% |
| 5Y | +166.0% | +24.1% | +141.8% | +135.6% |
| 10Y | +207.2% | +115.8% | +91.4% | +144.4% |
| All | +207.2% | +117.1% | +90.1% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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