+170.6%
CVX vs EFV
+94.1%
+76.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +0.7% | -2.0% | +2.7% | +1.8% |
| 30D | +9.1% | -0.2% | +9.3% | +9.2% |
| 3M | +13.1% | +9.1% | +3.9% | +7.2% |
| 6M | +16.3% | +11.7% | +4.6% | +7.7% |
| YTD | +43.5% | +17.0% | +26.4% | +28.2% |
| 1Y | +40.2% | +26.7% | +13.4% | +18.2% |
| 3Y | +44.2% | +90.2% | -45.9% | -10.4% |
| 5Y | +170.6% | +96.1% | +74.5% | +59.3% |
| All | +170.6% | +94.1% | +76.5% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling