+209.5%
CVX vs CSGP
+61.2%
+148.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +1.6% | -6.1% | +7.7% | +2.9% |
| 30D | -0.6% | +0.3% | -1.0% | -1.5% |
| 3M | +11.0% | -1.3% | +12.3% | +10.0% |
| 6M | +18.4% | -8.9% | +27.4% | +19.0% |
| YTD | +45.9% | -55.2% | +101.2% | +70.2% |
| 1Y | +46.7% | -56.4% | +103.1% | +72.0% |
| 3Y | +71.6% | -62.2% | +133.8% | +104.0% |
| 5Y | +131.4% | -63.7% | +195.1% | +173.3% |
| All | +209.5% | +61.2% | +148.3% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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