+68.3%
CVX vs SPG
+132.9%
-64.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | -7.5% | +5.1% | -12.5% | -8.4% |
| 30D | -0.6% | +16.8% | -17.4% | -3.7% |
| 3M | +14.0% | +5.7% | +8.3% | +12.7% |
| 6M | +18.1% | +17.8% | +0.3% | +13.7% |
| YTD | +42.2% | +30.1% | +12.1% | +32.5% |
| 1Y | +41.3% | +32.8% | +8.5% | +30.9% |
| 3Y | +68.3% | +137.2% | -68.9% | +30.3% |
| All | +68.3% | +132.9% | -64.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling