+46.9%
CVX vs CMS
-2.7%
+49.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.6% |
| 7D | +3.4% | +1.7% | +1.7% | +3.4% |
| 30D | -1.0% | +6.2% | -7.2% | -1.3% |
| 3M | +12.2% | +0.6% | +11.6% | +12.0% |
| 6M | +20.3% | -1.8% | +22.1% | +20.8% |
| YTD | +48.3% | +3.8% | +44.5% | +48.1% |
| 1Y | +46.9% | -1.8% | +48.7% | +45.6% |
| All | +46.9% | -2.7% | +49.6% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling