+2,543.7%
CVX vs EL
+1,800.1%
+743.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.8% |
| 7D | +1.6% | +2.7% | -1.1% | +1.0% |
| 30D | -0.6% | +10.8% | -11.4% | -3.1% |
| 3M | +11.0% | +26.5% | -15.5% | +4.5% |
| 6M | +18.4% | +31.1% | -12.7% | +9.7% |
| YTD | +45.9% | +6.6% | +39.3% | +39.3% |
| 1Y | +46.7% | +21.8% | +24.9% | +35.3% |
| 3Y | +71.6% | +1.8% | +69.8% | +56.6% |
| 5Y | +131.4% | -65.6% | +197.0% | +170.1% |
| 10Y | +209.3% | +60.3% | +149.0% | +143.0% |
| All | +2,543.7% | +1,800.1% | +743.6% | +1,212.5% |
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