+48.0%
CVX vs EFV
+88.7%
-40.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +10.7% | 0.0% | +10.6% | +10.6% |
| 3M | +15.5% | +8.4% | +7.1% | +11.7% |
| 6M | +14.9% | +12.3% | +2.5% | +8.6% |
| YTD | +44.2% | +17.4% | +26.8% | +32.0% |
| 1Y | +43.5% | +27.1% | +16.4% | +24.7% |
| All | +48.0% | +88.7% | -40.7% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling