+166.0%
CVX vs SPG
+106.4%
+59.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 3M | +11.8% | +3.3% | +8.5% | +10.5% |
| 6M | +12.4% | +11.2% | +1.2% | +8.4% |
| YTD | +41.5% | +17.1% | +24.4% | +33.9% |
| 1Y | +41.6% | +21.6% | +20.0% | +32.3% |
| 3Y | +42.2% | +111.9% | -69.6% | +9.5% |
| 5Y | +166.0% | +106.9% | +59.0% | +90.7% |
| All | +166.0% | +106.4% | +59.6% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling