+47.0%
CVX vs SPYG
+10.8%
+36.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -4.9% | -3.0% |
| 7D | -5.3% | -2.8% | -2.6% | -6.7% |
| 30D | +5.1% | -6.2% | +11.3% | +1.9% |
| 3M | +14.9% | -3.6% | +18.5% | +13.1% |
| 6M | +14.9% | +4.8% | +10.1% | +18.0% |
| YTD | +46.3% | +11.0% | +35.3% | +55.7% |
| 1Y | +47.0% | +11.2% | +35.8% | +56.8% |
| All | +47.0% | +10.8% | +36.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling