+4,711.1%
CVX vs EFX
+6,208.6%
-1,497.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.3% |
| 7D | -0.6% | -7.8% | +7.2% | +1.3% |
| 30D | +13.4% | -5.7% | +19.2% | +14.8% |
| 3M | +11.8% | +2.5% | +9.3% | +10.3% |
| 6M | +12.4% | -16.7% | +29.1% | +16.0% |
| YTD | +41.5% | -20.2% | +61.7% | +46.7% |
| 1Y | +41.6% | -31.4% | +73.0% | +51.9% |
| 3Y | +42.2% | -10.5% | +52.7% | +39.1% |
| 5Y | +166.0% | -35.2% | +201.2% | +175.3% |
| 10Y | +207.2% | +40.2% | +167.1% | +153.2% |
| All | +4,711.1% | +6,208.6% | -1,497.5% | +2,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling