+4,790.9%
CVX vs EIX
+1,170.2%
+3,620.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.7% | -2.5% | +0.8% | -1.1% |
| 30D | -0.8% | +7.7% | -8.5% | -2.7% |
| 3M | +9.4% | -12.9% | +22.3% | +11.5% |
| 6M | +17.5% | -12.7% | +30.2% | +19.3% |
| YTD | +43.8% | +5.5% | +38.4% | +38.4% |
| 1Y | +41.9% | +9.4% | +32.5% | +35.2% |
| 3Y | +69.1% | +9.7% | +59.4% | +57.8% |
| 5Y | +128.3% | +16.9% | +111.4% | +107.6% |
| 10Y | +204.9% | +34.3% | +170.7% | +160.6% |
| All | +4,790.9% | +1,170.2% | +3,620.7% | +2,409.2% |
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