+204.9%
CVX vs ED
+141.1%
+63.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -0.8% | +11.2% | -12.0% | -4.1% |
| 3M | +9.4% | +11.8% | -2.4% | +5.6% |
| 6M | +17.5% | +14.1% | +3.4% | +12.6% |
| YTD | +43.8% | +23.0% | +20.9% | +34.5% |
| 1Y | +41.9% | +23.7% | +18.2% | +32.4% |
| 3Y | +69.1% | +47.7% | +21.4% | +46.2% |
| 5Y | +128.3% | +82.6% | +45.7% | +80.4% |
| 10Y | +204.9% | +141.8% | +63.2% | +130.1% |
| All | +204.9% | +141.1% | +63.9% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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