+214.5%
CVX vs ECL
+197.5%
+17.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | +3.4% | +2.9% | +0.6% | +2.1% |
| 30D | -1.0% | +7.5% | -8.5% | -4.4% |
| 3M | +12.2% | +12.2% | -0.1% | +6.1% |
| 6M | +20.3% | +24.6% | -4.2% | +7.6% |
| YTD | +48.3% | +18.8% | +29.5% | +34.1% |
| 1Y | +46.9% | +19.3% | +27.6% | +32.3% |
| 3Y | +73.1% | +78.2% | -5.1% | +22.2% |
| 5Y | +135.2% | +38.8% | +96.4% | +89.6% |
| All | +214.5% | +197.5% | +17.0% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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