+219.2%
CVX vs EFX
+42.6%
+176.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +2.6% | -4.5% | +7.2% | +3.7% |
| 30D | +9.8% | -6.1% | +15.9% | +11.3% |
| 3M | +16.2% | +6.2% | +10.0% | +13.5% |
| 6M | +13.6% | -11.2% | +24.8% | +15.4% |
| YTD | +44.4% | -21.4% | +65.8% | +50.6% |
| 1Y | +40.6% | -34.3% | +74.9% | +53.6% |
| 3Y | +48.2% | -12.5% | +60.7% | +43.8% |
| 5Y | +172.3% | -35.6% | +207.8% | +184.3% |
| All | +219.2% | +42.6% | +176.6% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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