+669.5%
CVX vs VIG
+655.8%
+13.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +3.5% | -0.1% | -0.5% |
| 30D | -1.0% | +4.9% | -5.9% | -6.5% |
| 3M | +12.2% | +2.5% | +9.7% | +8.6% |
| 6M | +20.3% | +11.0% | +9.3% | +6.1% |
| YTD | +48.3% | +16.0% | +32.3% | +23.5% |
| 1Y | +46.9% | +17.5% | +29.4% | +20.4% |
| 3Y | +73.1% | +67.0% | +6.1% | -6.1% |
| 5Y | +135.2% | +64.8% | +70.4% | +26.4% |
| 10Y | +214.4% | +263.6% | -49.2% | -33.0% |
| All | +669.5% | +655.8% | +13.7% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling