+4,775.6%
CVX vs CMS
+463.7%
+4,311.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.4% |
| 7D | -9.7% | -1.3% | -8.4% | -9.4% |
| 30D | +3.6% | +6.3% | -2.7% | +1.9% |
| 3M | +13.3% | -2.1% | +15.4% | +13.8% |
| 6M | +16.9% | -5.1% | +22.0% | +18.2% |
| YTD | +43.4% | +1.3% | +42.1% | +42.3% |
| 1Y | +44.5% | -1.4% | +45.9% | +44.3% |
| 3Y | +64.0% | +36.9% | +27.0% | +48.9% |
| 5Y | +126.4% | +32.5% | +93.9% | +105.3% |
| 10Y | +209.4% | +126.8% | +82.6% | +143.0% |
| All | +4,775.6% | +463.7% | +4,311.9% | +2,705.2% |
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