+4,775.6%
CVX vs SPGI
+14,867.5%
-10,091.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -9.7% | +0.3% | -10.0% | -9.9% |
| 30D | +3.6% | +18.4% | -14.7% | -2.6% |
| 3M | +13.3% | +15.7% | -2.4% | +7.1% |
| 6M | +16.9% | +17.3% | -0.4% | +9.2% |
| YTD | +43.4% | -4.7% | +48.1% | +42.7% |
| 1Y | +44.5% | +1.8% | +42.7% | +40.3% |
| 3Y | +64.0% | +31.7% | +32.3% | +42.8% |
| 5Y | +126.4% | +12.1% | +114.4% | +104.6% |
| 10Y | +209.4% | +341.9% | -132.6% | +70.1% |
| All | +4,775.6% | +14,867.5% | -10,091.9% | +872.0% |
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