+3,177.1%
CVX vs SPG
+5,923.7%
-2,746.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.5% |
| 7D | -7.5% | +5.1% | -12.5% | -8.9% |
| 30D | -0.6% | +16.8% | -17.4% | -5.5% |
| 3M | +14.0% | +5.7% | +8.3% | +11.8% |
| 6M | +18.1% | +17.8% | +0.3% | +11.6% |
| YTD | +42.2% | +30.1% | +12.1% | +29.5% |
| 1Y | +41.3% | +32.8% | +8.5% | +27.9% |
| 3Y | +68.3% | +137.2% | -68.9% | +25.0% |
| 5Y | +122.0% | +81.5% | +40.6% | +76.2% |
| 10Y | +198.6% | +116.5% | +82.0% | +102.7% |
| All | +3,177.1% | +5,923.7% | -2,746.7% | +1,016.5% |
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