+214.5%
CVX vs CSGP
+65.8%
+148.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +1.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | -1.0% | +2.8% | -3.8% | -2.3% |
| 3M | +12.2% | -6.3% | +18.5% | +12.6% |
| 6M | +20.3% | -3.2% | +23.5% | +19.3% |
| YTD | +48.3% | -54.0% | +102.3% | +72.0% |
| 1Y | +46.9% | -54.8% | +101.7% | +71.0% |
| 3Y | +73.1% | -60.6% | +133.7% | +103.9% |
| 5Y | +135.2% | -62.6% | +197.9% | +176.2% |
| All | +214.5% | +65.8% | +148.7% | +193.9% |
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