+4,790.9%
CVX vs SPGI
+15,101.3%
-10,310.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | -0.8% | +15.3% | -16.1% | -5.9% |
| 3M | +9.4% | +16.5% | -7.1% | +3.2% |
| 6M | +17.5% | +19.8% | -2.3% | +8.9% |
| YTD | +43.8% | -3.2% | +47.1% | +42.4% |
| 1Y | +41.9% | +1.8% | +40.1% | +37.8% |
| 3Y | +69.1% | +30.6% | +38.6% | +47.8% |
| 5Y | +128.3% | +16.0% | +112.3% | +103.7% |
| 10Y | +204.9% | +338.6% | -133.7% | +68.0% |
| All | +4,790.9% | +15,101.3% | -10,310.4% | +869.7% |
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