+1,180.3%
CVX vs SPYG
+561.6%
+618.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.3% |
| 30D | +13.4% | -1.6% | +15.0% | +14.4% |
| 3M | +11.8% | +3.4% | +8.5% | +8.7% |
| 6M | +12.4% | +18.9% | -6.5% | -1.0% |
| YTD | +41.5% | +13.8% | +27.7% | +27.7% |
| 1Y | +41.6% | +20.6% | +21.0% | +22.7% |
| 3Y | +42.2% | +100.5% | -58.3% | -14.0% |
| 5Y | +166.0% | +84.6% | +81.4% | +64.5% |
| 10Y | +207.2% | +410.8% | -203.6% | -3.3% |
| All | +1,180.3% | +561.6% | +618.7% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling