+4,683.6%
CVX vs CMS
+457.8%
+4,225.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +3.3% | +0.4% | +3.0% | +3.2% |
| 30D | +12.9% | -3.6% | +16.5% | +13.9% |
| 3M | +11.7% | -1.9% | +13.6% | +12.1% |
| 6M | +14.1% | -11.0% | +25.1% | +17.4% |
| YTD | +40.7% | +0.2% | +40.5% | +40.1% |
| 1Y | +37.5% | -1.3% | +38.8% | +37.3% |
| 3Y | +43.9% | +35.9% | +8.0% | +30.9% |
| 5Y | +161.5% | +23.1% | +138.4% | +141.8% |
| 10Y | +215.1% | +117.9% | +97.2% | +150.2% |
| All | +4,683.6% | +457.8% | +4,225.8% | +2,662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling