+4,683.6%
CVX vs SPGI
+14,090.3%
-9,406.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +12.9% | +8.4% | +4.5% | +9.5% |
| 3M | +11.7% | +11.8% | -0.1% | +6.6% |
| 6M | +14.1% | +5.7% | +8.4% | +10.7% |
| YTD | +40.7% | -9.7% | +50.4% | +43.1% |
| 1Y | +37.5% | -12.5% | +50.0% | +41.0% |
| 3Y | +43.9% | +21.8% | +22.1% | +29.1% |
| 5Y | +161.5% | +8.2% | +153.3% | +139.4% |
| 10Y | +215.1% | +309.5% | -94.4% | +78.4% |
| All | +4,683.6% | +14,090.3% | -9,406.7% | +874.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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