+1,092.7%
CVX vs EFA
+386.6%
+706.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.8% |
| 7D | +1.0% | -0.5% | +1.4% | +1.3% |
| 30D | +10.7% | -1.3% | +12.0% | +11.8% |
| 3M | +15.5% | +5.2% | +10.3% | +9.9% |
| 6M | +14.9% | +9.4% | +5.5% | +4.3% |
| YTD | +44.2% | +12.7% | +31.5% | +27.1% |
| 1Y | +43.5% | +19.3% | +24.2% | +20.2% |
| 3Y | +45.0% | +66.3% | -21.4% | -10.2% |
| 5Y | +172.2% | +53.4% | +118.8% | +77.9% |
| 10Y | +221.9% | +144.4% | +77.5% | +46.9% |
| All | +1,092.7% | +386.6% | +706.1% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling