+170.6%
CVX vs EFX
-37.1%
+207.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.7% | -11.1% | +11.8% | +2.1% |
| 30D | +9.1% | -7.4% | +16.5% | +10.1% |
| 3M | +13.1% | +1.5% | +11.6% | +12.4% |
| 6M | +16.3% | -13.7% | +30.0% | +17.8% |
| YTD | +43.5% | -21.9% | +65.3% | +47.3% |
| 1Y | +40.2% | -30.8% | +70.9% | +46.5% |
| 3Y | +44.2% | -12.4% | +56.6% | +42.1% |
| 5Y | +170.6% | -35.9% | +206.6% | +183.4% |
| All | +170.6% | -37.1% | +207.7% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling