+136.5%
CVX vs CPNG
-76.7%
+213.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | -0.6% | -6.3% | +5.7% | -0.2% |
| 30D | +13.4% | -8.7% | +22.2% | +14.0% |
| 3M | +11.8% | -2.4% | +14.3% | +11.6% |
| 6M | +12.4% | -22.3% | +34.8% | +13.7% |
| YTD | +41.5% | -37.2% | +78.7% | +45.2% |
| 1Y | +41.6% | -53.0% | +94.6% | +48.6% |
| 3Y | +42.2% | -20.0% | +62.3% | +41.3% |
| 5Y | +166.0% | -52.8% | +218.7% | +155.0% |
| All | +136.5% | -76.7% | +213.2% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CPNG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling