+126.1%
CVX vs EIX
+18.4%
+107.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.2% | +1.0% | -7.2% | -6.4% |
| 30D | -0.4% | +8.9% | -9.2% | -1.8% |
| 3M | +9.3% | -9.8% | +19.1% | +10.0% |
| 6M | +18.4% | -10.2% | +28.6% | +18.8% |
| YTD | +42.5% | +5.9% | +36.5% | +36.5% |
| 1Y | +41.0% | +10.9% | +30.2% | +33.5% |
| 3Y | +67.5% | +10.2% | +57.3% | +53.5% |
| 5Y | +126.1% | +17.0% | +109.1% | +98.7% |
| All | +126.1% | +18.4% | +107.7% | +98.7% |
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