+630.0%
CVX vs VIG
+623.5%
+6.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +3.3% | -0.4% | +3.8% | +3.8% |
| 30D | +12.9% | -1.0% | +13.8% | +14.0% |
| 3M | +11.7% | +2.8% | +9.0% | +7.9% |
| 6M | +14.1% | +8.2% | +6.0% | +3.4% |
| YTD | +40.7% | +11.0% | +29.7% | +23.6% |
| 1Y | +37.5% | +16.1% | +21.4% | +14.5% |
| 3Y | +43.9% | +56.2% | -12.2% | -15.5% |
| 5Y | +161.5% | +63.0% | +98.5% | +42.4% |
| 10Y | +215.1% | +241.4% | -26.3% | -27.5% |
| All | +630.0% | +623.5% | +6.5% | -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