+217.2%
CVX vs EL
+25.3%
+192.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +0.7% | -4.4% | +5.0% | +1.6% |
| 30D | +9.1% | +10.3% | -1.1% | +6.4% |
| 3M | +13.1% | +13.4% | -0.3% | +9.2% |
| 6M | +16.3% | +3.1% | +13.2% | +13.5% |
| YTD | +43.5% | -6.9% | +50.4% | +42.2% |
| 1Y | +40.2% | +11.9% | +28.2% | +31.4% |
| 3Y | +44.2% | -33.8% | +78.1% | +48.6% |
| 5Y | +170.6% | -69.0% | +239.6% | +255.1% |
| All | +217.2% | +25.3% | +192.0% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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