+69.8%
CVX vs ED
+47.6%
+22.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -9.7% | +1.6% | -11.4% | -9.9% |
| 30D | +3.6% | +13.3% | -9.7% | +2.3% |
| 3M | +13.3% | +9.7% | +3.6% | +12.2% |
| 6M | +16.9% | +12.8% | +4.1% | +15.6% |
| YTD | +43.4% | +22.3% | +21.1% | +41.2% |
| 1Y | +44.5% | +26.3% | +18.2% | +42.0% |
| All | +69.8% | +47.6% | +22.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling