+40.6%
CVX vs EFX
-30.9%
+71.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +2.6% | -4.5% | +7.2% | +2.6% |
| 30D | +9.8% | -6.1% | +15.9% | +9.9% |
| 3M | +16.2% | +6.2% | +10.0% | +16.0% |
| 6M | +13.6% | -11.2% | +24.8% | +13.8% |
| YTD | +44.4% | -21.4% | +65.8% | +47.4% |
| 1Y | +40.6% | -34.3% | +74.9% | +46.0% |
| All | +40.6% | -30.9% | +71.5% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling