+226.4%
CVX vs ELF
+303.8%
-77.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +2.6% | -11.6% | +14.3% | +3.8% |
| 30D | +9.8% | +4.6% | +5.2% | +9.2% |
| 3M | +16.2% | +59.7% | -43.5% | +10.3% |
| 6M | +13.6% | +21.2% | -7.6% | +10.4% |
| YTD | +44.4% | +27.4% | +16.9% | +38.7% |
| 1Y | +40.6% | -29.8% | +70.4% | +42.7% |
| 3Y | +48.2% | -28.5% | +76.6% | +40.6% |
| 5Y | +172.3% | +220.0% | -47.8% | +92.2% |
| All | +226.4% | +303.8% | -77.4% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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