+3,143.2%
CVX vs SPG
+5,256.9%
-2,113.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +3.3% | -2.4% | +5.7% | +4.1% |
| 30D | +12.9% | -6.8% | +19.7% | +15.4% |
| 3M | +11.7% | +2.7% | +9.0% | +10.5% |
| 6M | +14.1% | +5.5% | +8.7% | +11.5% |
| YTD | +40.7% | +15.7% | +25.0% | +33.2% |
| 1Y | +37.5% | +20.9% | +16.6% | +28.3% |
| 3Y | +43.9% | +112.4% | -68.4% | +10.7% |
| 5Y | +161.5% | +101.4% | +60.1% | +100.5% |
| 10Y | +215.1% | +60.6% | +154.5% | +133.8% |
| All | +3,143.2% | +5,256.9% | -2,113.7% | +1,048.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling