+4,775.6%
CVX vs ED
+2,460.7%
+2,314.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.8% |
| 7D | -9.7% | +1.6% | -11.4% | -10.4% |
| 30D | +3.6% | +13.3% | -9.7% | -1.6% |
| 3M | +13.3% | +9.7% | +3.6% | +8.9% |
| 6M | +16.9% | +12.8% | +4.1% | +10.9% |
| YTD | +43.4% | +22.3% | +21.1% | +31.3% |
| 1Y | +44.5% | +26.3% | +18.2% | +30.5% |
| 3Y | +64.0% | +45.0% | +18.9% | +37.1% |
| 5Y | +126.4% | +80.2% | +46.2% | +69.9% |
| 10Y | +209.4% | +129.9% | +79.5% | +99.8% |
| All | +4,775.6% | +2,460.7% | +2,314.9% | +1,182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling