+719.8%
CVX vs EFV
+249.2%
+470.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.3% |
| 7D | +3.4% | +2.5% | +0.9% | +1.1% |
| 30D | -1.0% | +2.9% | -3.9% | -3.7% |
| 3M | +12.2% | -1.4% | +13.6% | +13.0% |
| 6M | +20.3% | +5.5% | +14.8% | +13.6% |
| YTD | +48.3% | +16.1% | +32.2% | +27.1% |
| 1Y | +46.9% | +20.3% | +26.6% | +21.9% |
| 3Y | +73.1% | +90.4% | -17.3% | -5.7% |
| 5Y | +135.2% | +93.5% | +41.7% | +24.8% |
| 10Y | +214.4% | +161.5% | +52.9% | +33.4% |
| All | +719.8% | +249.2% | +470.6% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling