+219.2%
CVX vs SPYG
+424.6%
-205.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | +2.6% | -0.9% | +3.5% | +3.1% |
| 30D | +9.8% | -1.5% | +11.3% | +10.7% |
| 3M | +16.2% | +3.7% | +12.5% | +12.9% |
| 6M | +13.6% | +16.4% | -2.8% | +1.7% |
| YTD | +44.4% | +13.3% | +31.0% | +31.1% |
| 1Y | +40.6% | +17.9% | +22.7% | +23.9% |
| 3Y | +48.2% | +98.3% | -50.2% | -12.1% |
| 5Y | +172.3% | +86.4% | +85.8% | +63.7% |
| All | +219.2% | +424.6% | -205.4% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling