+20.3%
CVX vs CPNG
-3.6%
+24.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.5% |
| 7D | +3.4% | -6.8% | +10.2% | +2.3% |
| 30D | -1.0% | +5.5% | -6.5% | +0.1% |
| 3M | +12.2% | -6.8% | +18.9% | +11.8% |
| 6M | +20.3% | -4.8% | +25.2% | +20.7% |
| All | +20.3% | -3.6% | +24.0% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling