+172.2%
CVX vs ED
+66.4%
+105.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +10.7% | +1.9% | +8.7% | +10.3% |
| 3M | +15.5% | +1.9% | +13.6% | +15.1% |
| 6M | +14.9% | -2.3% | +17.1% | +15.3% |
| YTD | +44.2% | +10.9% | +33.3% | +41.4% |
| 1Y | +43.5% | +14.5% | +29.0% | +39.7% |
| 3Y | +45.0% | +33.4% | +11.6% | +34.2% |
| 5Y | +172.2% | +67.3% | +104.9% | +147.0% |
| All | +172.2% | +66.4% | +105.8% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling