+198.8%
CVX vs CSGP
+61.5%
+137.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.8% |
| 7D | -6.2% | -3.2% | -3.1% | -5.7% |
| 30D | -0.4% | +2.2% | -2.6% | -1.6% |
| 3M | +9.3% | -3.7% | +13.0% | +8.9% |
| 6M | +18.4% | -7.4% | +25.8% | +18.5% |
| YTD | +42.5% | -54.9% | +97.3% | +65.9% |
| 1Y | +41.0% | -54.9% | +95.9% | +64.0% |
| 3Y | +67.5% | -61.9% | +129.4% | +98.8% |
| 5Y | +126.1% | -63.1% | +189.2% | +165.7% |
| 10Y | +198.8% | +65.1% | +133.6% | +183.7% |
| All | +198.8% | +61.5% | +137.3% | +183.7% |
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