+43.5%
CVX vs ELF
-27.0%
+70.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +1.7% |
| 7D | +1.0% | -6.8% | +7.7% | +0.6% |
| 30D | +10.7% | +5.1% | +5.6% | +10.9% |
| 3M | +15.5% | +79.8% | -64.3% | +18.5% |
| 6M | +14.9% | +29.7% | -14.8% | +17.6% |
| YTD | +44.2% | +31.6% | +12.6% | +47.2% |
| 1Y | +43.5% | -27.9% | +71.4% | +47.5% |
| All | +43.5% | -27.0% | +70.5% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling