+64.2%
CVX vs CSGP
-58.5%
+122.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.7% |
| 7D | -8.0% | +13.9% | -21.9% | -9.3% |
| 30D | +2.6% | +16.0% | -13.4% | +0.5% |
| 3M | +15.2% | +6.1% | +9.1% | +13.8% |
| 6M | +12.5% | -8.2% | +20.7% | +13.0% |
| YTD | +43.6% | -52.3% | +95.9% | +56.6% |
| 1Y | +45.0% | -54.5% | +99.5% | +59.3% |
| All | +64.2% | -58.5% | +122.7% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling