+40.8%
CVX vs CMS
-1.1%
+41.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -7.5% | -0.9% | -6.5% | -7.4% |
| 30D | -0.6% | +7.1% | -7.6% | -0.8% |
| 3M | +14.0% | -1.3% | +15.3% | +13.8% |
| 6M | +18.1% | -2.7% | +20.8% | +18.6% |
| YTD | +42.2% | +2.6% | +39.5% | +42.4% |
| All | +40.8% | -1.1% | +41.8% | +39.7% |
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