+214.5%
CVX vs EIX
+35.3%
+179.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +3.4% | +1.4% | +2.1% | +3.0% |
| 30D | -1.0% | +8.5% | -9.5% | -3.5% |
| 3M | +12.2% | -13.5% | +25.6% | +15.0% |
| 6M | +20.3% | -12.4% | +32.7% | +22.3% |
| YTD | +48.3% | +5.9% | +42.4% | +40.0% |
| 1Y | +46.9% | +7.6% | +39.3% | +37.8% |
| 3Y | +73.1% | +12.8% | +60.3% | +54.0% |
| 5Y | +135.2% | +19.2% | +116.0% | +100.6% |
| All | +214.5% | +35.3% | +179.2% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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