+122.0%
CVX vs CSGP
-62.4%
+184.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.1% | -1.1% |
| 7D | -7.5% | -1.8% | -5.6% | -7.3% |
| 30D | -0.6% | +5.3% | -5.9% | -1.5% |
| 3M | +14.0% | +3.3% | +10.7% | +13.0% |
| 6M | +18.1% | -4.7% | +22.8% | +18.0% |
| YTD | +42.2% | -53.5% | +95.7% | +53.1% |
| 1Y | +41.3% | -53.7% | +95.1% | +52.1% |
| 3Y | +68.3% | -59.7% | +128.1% | +83.0% |
| 5Y | +122.0% | -62.5% | +184.5% | +155.3% |
| All | +122.0% | -62.4% | +184.5% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling