+219.2%
CVX vs EFV
+169.9%
+49.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +3.4% |
| 30D | +9.8% | +0.6% | +9.2% | +9.0% |
| 3M | +16.2% | +7.5% | +8.7% | +7.7% |
| 6M | +13.6% | +13.0% | +0.6% | -1.5% |
| YTD | +44.4% | +18.3% | +26.1% | +18.7% |
| 1Y | +40.6% | +26.7% | +13.9% | +7.2% |
| 3Y | +48.2% | +89.6% | -41.4% | -28.8% |
| 5Y | +172.3% | +98.2% | +74.1% | +21.9% |
| All | +219.2% | +169.9% | +49.3% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling