+47.0%
CVX vs EFV
+25.8%
+21.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -2.6% |
| 7D | -5.3% | +2.9% | -8.2% | -4.3% |
| 30D | +5.1% | +3.6% | +1.5% | +6.4% |
| 3M | +14.9% | -0.1% | +15.1% | +15.2% |
| 6M | +14.9% | +9.6% | +5.3% | +18.0% |
| YTD | +46.3% | +17.0% | +29.4% | +45.4% |
| 1Y | +47.0% | +25.7% | +21.4% | +44.4% |
| All | +47.0% | +25.8% | +21.2% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling