+198.6%
CVX vs CSGP
+72.5%
+126.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.1% | -1.3% |
| 7D | -7.5% | -1.8% | -5.6% | -7.2% |
| 30D | -0.6% | +5.3% | -5.9% | -2.4% |
| 3M | +14.0% | +3.3% | +10.7% | +11.9% |
| 6M | +18.1% | -4.7% | +22.8% | +17.6% |
| YTD | +42.2% | -53.5% | +95.7% | +64.5% |
| 1Y | +41.3% | -53.7% | +95.1% | +63.5% |
| 3Y | +68.3% | -59.7% | +128.1% | +97.2% |
| 5Y | +122.0% | -62.5% | +184.5% | +160.6% |
| 10Y | +198.6% | +67.3% | +131.3% | +181.3% |
| All | +198.6% | +72.5% | +126.0% | +181.3% |
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