+2,506.2%
CVX vs EL
+1,831.4%
+674.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -0.8% | +12.3% | -13.1% | -3.5% |
| 3M | +9.4% | +28.4% | -19.0% | +2.6% |
| 6M | +17.5% | +36.7% | -19.2% | +7.8% |
| YTD | +43.8% | +8.4% | +35.5% | +36.8% |
| 1Y | +41.9% | +25.4% | +16.5% | +30.0% |
| 3Y | +69.1% | +3.4% | +65.7% | +53.9% |
| 5Y | +128.3% | -64.8% | +193.1% | +165.0% |
| 10Y | +204.9% | +63.0% | +142.0% | +138.7% |
| All | +2,506.2% | +1,831.4% | +674.8% | +1,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling