+682.2%
CVX vs EFV
+256.4%
+425.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | -0.6% | +1.0% | -1.6% | -1.4% |
| 30D | +13.4% | +0.2% | +13.3% | +13.2% |
| 3M | +11.8% | +9.6% | +2.2% | +2.8% |
| 6M | +12.4% | +14.0% | -1.6% | -1.3% |
| YTD | +41.5% | +18.5% | +23.0% | +19.7% |
| 1Y | +41.6% | +27.9% | +13.7% | +11.7% |
| 3Y | +42.2% | +92.4% | -50.2% | -22.9% |
| 5Y | +166.0% | +97.2% | +68.8% | +39.5% |
| 10Y | +207.2% | +163.0% | +44.2% | +30.3% |
| All | +682.2% | +256.4% | +425.8% | +127.9% |
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