+162.6%
CVX vs CSGP
-64.7%
+227.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | +3.3% | -4.1% | +7.4% | +3.8% |
| 30D | +12.9% | +2.3% | +10.6% | +12.5% |
| 3M | +11.7% | -8.2% | +19.9% | +12.5% |
| 6M | +14.1% | -35.1% | +49.2% | +19.2% |
| YTD | +40.7% | -54.0% | +94.7% | +52.3% |
| 1Y | +37.5% | -65.3% | +102.8% | +54.4% |
| 3Y | +43.9% | -62.6% | +106.5% | +58.2% |
| All | +162.6% | -64.7% | +227.3% | +202.7% |
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 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