+204.9%
CVX vs SPG
+116.4%
+88.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.7% | +2.7% | -4.4% | -2.7% |
| 30D | -0.8% | +16.6% | -17.4% | -6.4% |
| 3M | +9.4% | +8.1% | +1.3% | +6.1% |
| 6M | +17.5% | +19.3% | -1.8% | +9.4% |
| YTD | +43.8% | +31.1% | +12.8% | +28.5% |
| 1Y | +41.9% | +32.8% | +9.1% | +26.1% |
| 3Y | +69.1% | +135.8% | -66.6% | +18.3% |
| 5Y | +128.3% | +85.1% | +43.2% | +71.2% |
| 10Y | +204.9% | +115.9% | +89.0% | +88.8% |
| All | +204.9% | +116.4% | +88.6% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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