+209.1%
CVX vs CSGP
+44.3%
+164.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | +3.3% | -4.1% | +7.4% | +4.3% |
| 30D | +12.9% | +2.3% | +10.6% | +12.0% |
| 3M | +11.7% | -8.2% | +19.9% | +13.1% |
| 6M | +14.1% | -35.1% | +49.2% | +24.5% |
| YTD | +40.7% | -54.0% | +94.7% | +64.8% |
| 1Y | +37.5% | -65.3% | +102.8% | +72.1% |
| 3Y | +43.9% | -62.6% | +106.5% | +73.1% |
| 5Y | +161.5% | -64.8% | +226.3% | +215.1% |
| All | +209.1% | +44.3% | +164.9% | +180.6% |
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