+42.2%
CVX vs SPG
+112.2%
-69.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +13.4% | -4.9% | +18.4% | +14.6% |
| 3M | +11.8% | +3.3% | +8.5% | +10.7% |
| 6M | +12.4% | +11.2% | +1.2% | +9.0% |
| YTD | +41.5% | +17.1% | +24.4% | +34.8% |
| 1Y | +41.6% | +21.6% | +20.0% | +33.1% |
| 3Y | +42.2% | +111.9% | -69.6% | +12.1% |
| All | +42.2% | +112.2% | -69.9% | +12.1% |
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 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