+219.2%
CVX vs EFA
+146.6%
+72.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.3% |
| 7D | +2.6% | -1.5% | +4.1% | +4.0% |
| 30D | +9.8% | -1.7% | +11.5% | +11.3% |
| 3M | +16.2% | +3.5% | +12.7% | +11.9% |
| 6M | +13.6% | +9.5% | +4.1% | +2.0% |
| YTD | +44.4% | +12.9% | +31.5% | +25.1% |
| 1Y | +40.6% | +18.2% | +22.4% | +16.0% |
| 3Y | +48.2% | +64.8% | -16.6% | -15.5% |
| 5Y | +172.3% | +53.9% | +118.4% | +65.6% |
| All | +219.2% | +146.6% | +72.6% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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