+219.2%
CVX vs GM
+240.0%
-20.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +2.6% | -2.4% | +5.1% | +3.4% |
| 30D | +9.8% | -1.1% | +10.9% | +10.1% |
| 3M | +16.2% | +6.1% | +10.1% | +13.1% |
| 6M | +13.6% | +15.0% | -1.3% | +6.1% |
| YTD | +44.4% | +6.0% | +38.4% | +38.2% |
| 1Y | +40.6% | +47.1% | -6.5% | +17.8% |
| 3Y | +48.2% | +170.5% | -122.3% | -7.5% |
| 5Y | +172.3% | +80.5% | +91.8% | +89.6% |
| All | +219.2% | +240.0% | -20.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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