+4,743.7%
CVX vs ECL
+14,303.5%
-9,559.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.2% | +0.4% | -6.7% | -6.5% |
| 30D | -0.4% | +8.6% | -8.9% | -3.9% |
| 3M | +9.3% | +7.9% | +1.4% | +5.6% |
| 6M | +18.4% | +21.0% | -2.6% | +8.4% |
| YTD | +42.5% | +17.5% | +24.9% | +30.9% |
| 1Y | +41.0% | +19.7% | +21.4% | +28.5% |
| 3Y | +67.5% | +77.4% | -9.9% | +26.3% |
| 5Y | +126.1% | +38.7% | +87.4% | +83.4% |
| 10Y | +198.8% | +193.5% | +5.3% | +77.3% |
| All | +4,743.7% | +14,303.5% | -9,559.8% | +1,138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling