+214.5%
CVX vs ED
+147.1%
+67.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.2% |
| 7D | +3.4% | +2.1% | +1.4% | +2.8% |
| 30D | -1.0% | +10.4% | -11.4% | -4.0% |
| 3M | +12.2% | +12.5% | -0.4% | +8.1% |
| 6M | +20.3% | +14.9% | +5.4% | +15.1% |
| YTD | +48.3% | +24.8% | +23.5% | +38.1% |
| 1Y | +46.9% | +23.8% | +23.1% | +37.0% |
| 3Y | +73.1% | +51.6% | +21.5% | +48.4% |
| 5Y | +135.2% | +86.4% | +48.8% | +84.7% |
| All | +214.5% | +147.1% | +67.4% | +136.6% |
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