+170.6%
CVX vs EFA
+51.0%
+119.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | +0.7% | -2.4% | +3.0% | +1.7% |
| 30D | +9.1% | -2.2% | +11.4% | +10.1% |
| 3M | +13.1% | +5.7% | +7.4% | +9.9% |
| 6M | +16.3% | +8.2% | +8.1% | +10.9% |
| YTD | +43.5% | +11.8% | +31.7% | +34.0% |
| 1Y | +40.2% | +18.3% | +21.9% | +26.4% |
| 3Y | +44.2% | +64.9% | -20.7% | +5.9% |
| 5Y | +170.6% | +52.4% | +118.2% | +103.7% |
| All | +170.6% | +51.0% | +119.6% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling