+170.6%
CVX vs EIX
+22.7%
+147.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +9.1% | -18.8% | +27.9% | +12.0% |
| 3M | +13.1% | -19.7% | +32.8% | +16.1% |
| 6M | +16.3% | -18.2% | +34.5% | +18.5% |
| YTD | +43.5% | -1.7% | +45.2% | +39.3% |
| 1Y | +40.2% | +7.8% | +32.4% | +32.7% |
| 3Y | +44.2% | -5.6% | +49.9% | +37.8% |
| 5Y | +170.6% | +23.7% | +147.0% | +132.6% |
| All | +170.6% | +22.7% | +147.9% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling