+125.6%
CVX vs CSGP
-63.4%
+189.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.3% |
| 7D | -9.7% | +1.3% | -11.0% | -9.9% |
| 30D | +3.6% | +10.7% | -7.1% | +2.1% |
| 3M | +13.3% | +3.3% | +10.1% | +12.3% |
| 6M | +16.9% | -10.3% | +27.2% | +17.4% |
| YTD | +43.4% | -54.6% | +98.0% | +54.7% |
| 1Y | +44.5% | -54.6% | +99.1% | +55.8% |
| 3Y | +64.0% | -60.3% | +124.3% | +78.5% |
| All | +125.6% | -63.4% | +189.0% | +159.9% |
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 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