+221.9%
CVX vs SPG
+59.6%
+162.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.8% |
| 7D | +1.0% | -1.7% | +2.6% | +1.5% |
| 30D | +10.7% | -6.3% | +16.9% | +13.2% |
| 3M | +15.5% | -2.4% | +17.9% | +16.2% |
| 6M | +14.9% | +9.6% | +5.3% | +10.1% |
| YTD | +44.2% | +14.2% | +30.0% | +35.7% |
| 1Y | +43.5% | +19.3% | +24.2% | +32.7% |
| 3Y | +45.0% | +106.7% | -61.7% | +6.5% |
| 5Y | +172.2% | +104.2% | +67.9% | +95.3% |
| 10Y | +221.9% | +63.7% | +158.2% | +118.1% |
| All | +221.9% | +59.6% | +162.3% | +118.1% |
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