+42.2%
CVX vs ELF
-23.6%
+65.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | +13.4% | +5.9% | +7.5% | +13.3% |
| 3M | +11.8% | +99.5% | -87.7% | +10.4% |
| 6M | +12.4% | +26.5% | -14.1% | +12.3% |
| YTD | +41.5% | +37.2% | +4.3% | +40.5% |
| 1Y | +41.6% | -24.4% | +66.0% | +43.4% |
| 3Y | +42.2% | -23.3% | +65.6% | +34.3% |
| All | +42.2% | -23.6% | +65.8% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling