+217.2%
CVX vs VIG
+247.5%
-30.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.7% | -2.2% | +2.9% | +2.9% |
| 30D | +9.1% | -3.2% | +12.4% | +12.7% |
| 3M | +13.1% | +3.0% | +10.0% | +9.3% |
| 6M | +16.3% | +8.1% | +8.1% | +6.3% |
| YTD | +43.5% | +9.1% | +34.4% | +29.9% |
| 1Y | +40.2% | +12.6% | +27.6% | +22.4% |
| 3Y | +44.2% | +55.4% | -11.1% | -11.5% |
| 5Y | +170.6% | +62.8% | +107.8% | +53.9% |
| All | +217.2% | +247.5% | -30.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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