+46.0%
CVX vs MAGS
+187.7%
-141.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +1.0% | +0.8% | +0.1% | +0.9% |
| 30D | +10.7% | +0.4% | +10.2% | +10.6% |
| 3M | +15.5% | +5.6% | +9.9% | +15.0% |
| 6M | +14.9% | +12.3% | +2.6% | +13.5% |
| YTD | +44.2% | +5.1% | +39.1% | +43.7% |
| 1Y | +43.5% | +14.0% | +29.6% | +41.1% |
| 3Y | +45.0% | +129.4% | -84.4% | +37.9% |
| All | +46.0% | +187.7% | -141.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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