+141.3%
CVX vs CPNG
-76.2%
+217.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.4% |
| 7D | +2.6% | -1.1% | +3.7% | +2.7% |
| 30D | +9.8% | -7.4% | +17.2% | +10.3% |
| 3M | +16.2% | -12.3% | +28.6% | +16.9% |
| 6M | +13.6% | -19.4% | +33.1% | +14.7% |
| YTD | +44.4% | -35.9% | +80.3% | +48.0% |
| 1Y | +40.6% | -53.4% | +94.0% | +47.7% |
| 3Y | +48.2% | -20.0% | +68.2% | +47.3% |
| 5Y | +172.3% | -49.6% | +221.8% | +160.7% |
| All | +141.3% | -76.2% | +217.5% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling