+40.6%
CVX vs ELV
+35.4%
+5.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.1% |
| 7D | +2.6% | +2.8% | -0.1% | +2.6% |
| 30D | +9.8% | +4.9% | +4.9% | +9.8% |
| 3M | +16.2% | +4.9% | +11.3% | +16.3% |
| 6M | +13.6% | +45.1% | -31.5% | +14.8% |
| YTD | +44.4% | +20.7% | +23.7% | +45.3% |
| 1Y | +40.6% | +35.0% | +5.6% | +42.2% |
| All | +40.6% | +35.4% | +5.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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