+221.9%
CVX vs ECL
+149.7%
+72.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.9% |
| 7D | +1.0% | -2.7% | +3.7% | +2.2% |
| 30D | +10.7% | -4.3% | +14.9% | +12.7% |
| 3M | +15.5% | +3.2% | +12.3% | +13.0% |
| 6M | +14.9% | -2.9% | +17.8% | +14.9% |
| YTD | +44.2% | +4.3% | +40.0% | +38.7% |
| 1Y | +43.5% | +1.6% | +41.9% | +39.1% |
| 3Y | +45.0% | +54.3% | -9.3% | +9.2% |
| 5Y | +172.2% | +26.5% | +145.7% | +125.7% |
| 10Y | +221.9% | +155.6% | +66.3% | +70.5% |
| All | +221.9% | +149.7% | +72.2% | +70.5% |
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