+4,683.6%
CVX vs EIX
+1,083.9%
+3,599.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +3.3% | -19.1% | +22.4% | +7.7% |
| 30D | +12.9% | -16.9% | +29.8% | +16.6% |
| 3M | +11.7% | -20.0% | +31.7% | +16.4% |
| 6M | +14.1% | -21.3% | +35.5% | +19.0% |
| YTD | +40.7% | -1.7% | +42.4% | +38.2% |
| 1Y | +37.5% | +9.6% | +27.9% | +31.0% |
| 3Y | +43.9% | -3.7% | +47.6% | +39.1% |
| 5Y | +161.5% | +22.6% | +138.8% | +135.2% |
| 10Y | +215.1% | +17.7% | +197.4% | +178.8% |
| All | +4,683.6% | +1,083.9% | +3,599.7% | +2,405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling