+166.0%
CVX vs ECL
+29.5%
+136.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +13.4% | -2.5% | +15.9% | +13.7% |
| 3M | +11.8% | +8.3% | +3.5% | +10.8% |
| 6M | +12.4% | -1.1% | +13.5% | +12.6% |
| YTD | +41.5% | +6.5% | +35.0% | +39.9% |
| 1Y | +41.6% | +2.1% | +39.5% | +40.8% |
| 3Y | +42.2% | +57.6% | -15.4% | +31.5% |
| 5Y | +166.0% | +28.1% | +137.9% | +159.7% |
| All | +166.0% | +29.5% | +136.5% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling